Optimal fractional Dickey–Fuller tests

Lobato, Ignacio N., Velasco, Carlos . The Econometrics Journal 2006. 9 (3) :492-510

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Bibtex

@article{CIS-211734,
  Author = {Lobato, Ignacio N. and Velasco, Carlos},
  Title = {Optimal fractional Dickey–Fuller tests},
  Journal = {The Econometrics Journal},
  Volume = {9},
  Number = {3},
  Year = {2006},
  Pages = {492--510},
  Keywords = {Serial correlation, Long memory, unit roots}
}

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