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

Research output: Contribution to journal › Article › Academic › peer-review

12 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	381-397
Number of pages	17
Journal	Oxford Bulletin of Economics and Statistics
Volume	64
Issue number	4
Publication status	Published - 2002

Cite this

@article{4526053ac9fd4ba6bc2b3b12fbb89d1b,

title = "Can tests for stochastic unit roots provide useful portmanteau tests for persistence?",

author = "AMR Taylor and {van Dijk}, Dick",

year = "2002",

language = "Undefined/Unknown",

volume = "64",

pages = "381--397",

journal = "Oxford Bulletin of Economics and Statistics",

issn = "0305-9049",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}