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.

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Author(s): Gabriel Rodríguez, Dionisio Ramirez
Series: Documento de Trabajo (357)
Publisher: Pontificia Universidad Católica del Perú (PUCP) - Departamento de Economía
Year: 2013

Language: English
City: Lima
Tags: Latin America; Americas; América latina; Latinoamérica

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