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Confidence intervals for fractionally integrated hypotheses in the real output across Europe


  • Luis Gil-Alana


Confidence intervals for the fractional differencing parameter are established in this article for the real output in several European countries. They are based on a testing procedure due to Robinson (Journal of the American Statistical Association, 89, 1420-37, 1994) and the results indicate that these confidence intervals are relatively wide, the unit root null hypothesis being rejected in practically all cases.

Suggested Citation

  • Luis Gil-Alana, 2002. "Confidence intervals for fractionally integrated hypotheses in the real output across Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 407-409.
  • Handle: RePEc:taf:apeclt:v:9:y:2002:i:6:p:407-409
    DOI: 10.1080/13504850110086783

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    Cited by:

    1. repec:ebl:ecbull:v:7:y:2003:i:3:p:1-13 is not listed on IDEAS
    2. Luis Gil-Alana, 2008. "Real GDP growth rates across countries: long memory and mean shifts," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 449-455.
    3. Jussi Tolvi, 2003. "Unemployment persistence of different labour force groups in Finland," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 455-458.

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