The effect of additive outliers on a fractional unit root test

Christian Hafner and Arie Preminger

No 2015027, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2015-01-01
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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 Fractional Unit Root Tests (2016)
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