A test for additive outliers applicable to long-memory time series
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Cited by:
- Westerlund, Joakim, 2009. "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics 384, University of Gothenburg, Department of Economics.
- Gabriel Rodriguez & Dionisio Ramirez, 2013. "A comparison between Tau-d and the procedure TRAMO-SEATS is also included," Documentos de Trabajo / Working Papers 2013-355, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Gabriel Rodriguez, 2013. "A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers," Documentos de Trabajo / Working Papers 2013-356, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Gabriel Rodriguez & Dionisio Ramirez, 2014.
"A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series,"
Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 37(73), pages 113-132.
- Gabriel Rodriguez & Dionisio Ramirez, 2013. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series," Documentos de Trabajo / Working Papers 2013-357, Departamento de Economía - Pontificia Universidad Católica del Perú.
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