Fractional Integration and the Augmented Dickey-Fuller Test

dc.contributor.author	Krämer, Walter	de
dc.date.accessioned	2004-12-06T18:37:58Z
dc.date.available	2004-12-06T18:37:58Z
dc.date.issued	1997	de
dc.description.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.	en
dc.format.extent	60459 bytes
dc.format.extent	95517 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4815
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-2767
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	Dickey-Fuller Test	de
dc.subject	fractional alternatives	en
dc.subject.ddc	310	de
dc.title	Fractional Integration and the Augmented Dickey-Fuller Test	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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