Leybourne, Stephen J.; Kim, Tae-Hwan; Taylor, A. M. Robert - In: Oxford Bulletin of Economics and Statistics 68 (2006) 5, pp. 595-621
We show that the minimal forward (reverse) recursive unit tests of Banerjee, Lumsdaine and Stock ["Journal of Business and Economics Statistics" (1992) Vol. 10, pp. 271-288] are consistent against the alternative of a change in persistence from "I"(0) to "I"(1) ["I"(1) to "I"(0)]. However, these...
