The Effect of Additive Outliers on Fractional Unit Root Tests

Christian Hafner and Arie Preminger

No 2762, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2016-01-01
Note: In : AStA Advances of Statistical Analysis, vol. 100(4), 401-420, 2016
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: The effect of additive outliers on a fractional unit root test (2016)
Working Paper: The effect of additive outliers on a fractional unit root test (2016)
Working Paper: The effect of additive outliers on a fractional unit root test (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:2762

Access Statistics for this paper

More papers in LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().