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EFDF |
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Their simulation results suggest that the efficient Wald test (henceforth the EFDF [efficient fractional Dickey-Fuller] test) is somewhat oversized, perhaps as a result of the pre-estimation of the fractional differencing parameter and the associated increase in sampling variation. |
EFDF |
EFCLA EFCLH EFCLIN EFCLRA EFCM Efcn EFCO EFCO&HPA EFCOC EFCOG EFCP EFCR EFCS EFCT EFCTC EFCTS EFCU EFCV EFCW EFD EFDA EFDB EFDC EFDD EFDF EFDFAEFDH EFDI EFDIA EFDM EFDMS EFDO EFDP EFDR EFDS EFDSC EFDSL EFDSS EFDSW EFDV Efe EFEA EFEAL EFECOT Efectin Efectin Efecto de desplazamiento Efecto riqueza Efectos comerciales en eurodivisas EFECW | |||||
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