Fractional integration and the augmented Dickey--Fuller test (Q1274413)
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scientific article; zbMATH DE number 1238392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional integration and the augmented Dickey--Fuller test |
scientific article; zbMATH DE number 1238392 |
Statements
Fractional integration and the augmented Dickey--Fuller test (English)
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12 January 1999
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Dickey-Fuller test
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fractional alternatives
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