Work

On the power of Dickey-Fuller tests against fractional alternatives

Year: 1991

Type: article

Source: Economics Letters

DOI: 10.1016/0165-1765(91)90163-f

Authors: Francis X. Diebold, Glenn D. Rudebusch

Institutions: Federal Reserve Board of Governors, University of Pennsylvania

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013833830

FWCI: 32.79

Cites: 13

Cited by: 510

Related to: 10