Working Paper
On the power of Dickey-Fuller tests against fractional alternatives
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https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/power-dickey-fuller-tests-fractional-alternatives-717722
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Finance and Economics Discussion Series
Publication Date: 1990
Number: 119