On the power of Dickey-Fuller tests against fractional alternatives
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Other versions of this item:
- Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February.
More about this item
KeywordsMacroeconomics; time series analysis;
StatisticsAccess and download statistics
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