On the properties of the Dickey-Pantula test against fractional alternatives
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 57 (1997)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/locate/ecolet
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"Modelos de memoria larga para series económicas y financieras,"
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- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002.
"Residual Log-Periodogram Inference for Long-Run-Relationships,"
Darmstadt Discussion Papers in Economics
37317, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
- Hassler, U. & Marmol, F. & Velasco, C., 2006. "Residual log-periodogram inference for long-run relationships," Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January.
- Krämer, Walter & Marmol, Francesc, 1998.
"The power of residual-based tests for cointegration when residuals are fractionally integrated,"
1998,42, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Kramer, Walter & Marmol, Francesc, 2004. "The power of residual-based tests for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, vol. 82(1), pages 63-69, January.
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