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
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- 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.
References listed on IDEAS
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Keywords
additive outliers; ARFIMA erros; ADF Test;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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