A. Bensalma

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Sorry, we do not have enough data to show an influence graph for this author.
Learn More
Sowell (1990) found that the fractional unit root distribution pose problems when testing for unit root. In this note, by means of reinterpretation and generalization of Sowell's results we show that a pure fractionally integrated processes of order d, (FI(d)), with d ∈ R, are not explosive. By using the non explosive feature of F I(d) processes, we(More)
  • 1