Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Year of publication: |
2002
|
---|---|
Authors: | Taylor, Robert ; Dijk, Dick van |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 64.2002, 4, p. 381-397
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
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