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A Fractional Dickey-Fuller Test for Unit Roots

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Author Info
Juan J. Dolado () (Universidad Carlos III de Madrid, Spain)
Jesus Gonzalo () (Universidad Carlos III de Madrid, Spain)
Laura Mayoral () (Universitat Autonoma de Barcelona, Spain)

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Abstract

This paper presents a new test for fractionally integrated ("FI") processes. In particular, we propose a testing procedure in the time domain that extends the well-known Dickey-Fuller approach, originally designed for the "I"(1) versus "I"(0) case, to the more general setup of "FI"("d"-sub-0) versus "FI"("d"-sub-1), with "d"-sub-1<"d"-sub-0. When "d"-sub-0=1, the proposed test statistics are based on the OLS estimator, or its "t"-ratio, of the coefficient on Δ-super-"d"-sub-1"y"-sub-"t" - 1 in a regression of Δ"y-sub-t" on Δ-super-"d"-sub-1"y"-sub-"t" - 1 and, possibly, some lags of Δ"y-sub-t". When "d"-sub-1 is not taken to be known a priori, a pre-estimation of "d"-sub-1 is needed to implement the test. We show that the choice of any "T"-super-1/2-consistent estimator of "d"-sub-1 is an element of [0 ,1) suffices to make the test feasible, while achieving asymptotic normality. Monte-Carlo simulations support the analytical results derived in the paper and show that proposed tests fare very well, both in terms of power and size, when compared with others available in the literature. The paper ends with two empirical applications. Copyright The Econometric Society 2002.

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 70 (2002)
Issue (Month): 5 (September)
Pages: 1963-2006
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Handle: RePEc:ecm:emetrp:v:70:y:2002:i:5:p:1963-2006

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  1. Laura Mayoral, 2005. "Further evidence on the statistical properties of Real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006. [Downloadable!]
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  2. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  3. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2009. "Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation," Working Papers 200901, School Of Economics, University College Dublin. [Downloadable!]
  4. Gadea, Maria & Mayoral, Laura, 2005. "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper 815, University Library of Munich, Germany. [Downloadable!]
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  5. Gianluca Moretti, 2007. "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers) 642, Bank of Italy, Economic Research Department. [Downloadable!]
  6. Søren Johansen & Morten Ørregaard Nielsen, 2007. "Likelihood inference for a nonstationary fractional autoregressive model," CREATES Research Papers 2007-33, School of Economics and Management, University of Aarhus. [Downloadable!]
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  7. Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  8. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics. [Downloadable!]
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