Corrigendum to ``Modified tests for a change in persistence
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Publication:527962
DOI10.1016/j.jeconom.2011.11.003zbMath1443.62265OpenAlexW2043653641MaRDI QIDQ527962
A. M. Robert Taylor, Stephen J. Leybourne, David I. Harvey
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407611002570
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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