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Tests for a change in persistence against the null of difference‐stationarity - MaRDI portal

Tests for a change in persistence against the null of difference‐stationarity

From MaRDI portal
Publication:135924

DOI10.1111/1368-423X.T01-1-00110MaRDI QIDQ135924

Vanessa Smith, Stephen J. Leybourne, Paul Newbold, Tae‐Hwan Kim

Publication date: 17 November 2003

Published in: The Econometrics Journal (Search for Journal in Brave)




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