Krämer, Walter2004-12-062004-12-061997http://hdl.handle.net/2003/481510.17877/DE290R-2767This 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.enUniversitätsbibliothek DortmundDickey-Fuller Testfractional alternatives310Fractional Integration and the Augmented Dickey-Fuller Testreport