A. Bensalma

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  • A. Bensalma
  • 2013 5th International Conference on Modeling…
  • 2013
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)
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