Department of Economics and Finance, University of Canterbury, Christchurch, New Zealand
Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Waikato Management School, University of Waikato, Hamilton, New Zealand
Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Copyright © 2016 William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Rea, W. , Price, C. , Oxley, L. , Reale, M. and Brown, J. (2016) A New Procedure to Test for Fractional Integration.
Open Journal of Statistics,
6, 651-666. doi:
10.4236/ojs.2016.64055.