On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369)

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scientific article; zbMATH DE number 1189670
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On the properties of the Dickey-Pantula test against fractional alternatives
scientific article; zbMATH DE number 1189670

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    On the properties of the Dickey-Pantula test against fractional alternatives (English)
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    13 August 1998
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    Dickey-Pantula test
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    nonstationary fractionally integrated processes
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