Can tests for stochastic unit roots provide useful portmanteau tests for persistence?

Oxford Bulletin of Economics and Statistics

Volumn 64, Issue 4, 2002, Pages 381-397

  Taylor, A M Robert ^a   Van Dijk, Dick ^b  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b Erasmus University Rotterdam   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18644376930     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00029     Document Type: Article

References (22)

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