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

AMR Taylor, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

12 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)381-397
Number of pages17
JournalOxford Bulletin of Economics and Statistics
Volume64
Issue number4
Publication statusPublished - 2002

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