Asymptotics for general fractionally integrated processes with applications to unit root tests

Econometric Theory

Volumn 19, Issue 1, 2003, Pages 143-164

  Wang, Qiying ^a,b   Lin, Yan Xia ^b   Gulati, Chandra M ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF WOLLONGONG   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037252571     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603191062     Document Type: Article

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