Tests for a change in persistence against the null of difference-stationarity
| Year of publication: |
2003
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|---|---|
| Authors: | Leybourne, Stephen ; Kim, Tae-Hwan ; Smith, Vanessa ; Newbold, Paul |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 6.2003, 2, p. 291-311
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