Unit root tests using semi-parametric estimators of the long-memory parameter

Journal of Statistical Computation and Simulation

Volumn 76, Issue 8, 2006, Pages 727-735

  Franco, Glaura C ^a   Reisen, Valdério A ^b   Barros, Paula A ^a  

^a UFMG   (Brazil)

^b FEDERAL UNIVERSITY OF ESPÍRITO SANTO   (Brazil)

Author keywords

ADF test; Bootstrap; Long memory; Semi parametric estimators

Indexed keywords

EID: 33745132163     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/10629360500107998     Document Type: Article

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