Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77335
Authors: 
Krämer, Walter
Year of Publication: 
1997
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1997,06
Abstract: 
This note shows that the Augmented Dickey-Fuller test is consistent against fractional alternatives if the order of the autoregression does not tend to infinity too fast.
Subjects: 
Dickey-Fuller Test
fractional alternatives
JEL: 
C12
Document Type: 
Working Paper

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