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Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? *
Author(s) -
Robert Taylor A. M.,
Dijk Dick
Publication year - 2002
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/1468-0084.00029
Subject(s) - persistence (discontinuity) , unit root , econometrics , mathematics , statistics , economics , engineering , geotechnical engineering