Tests of stationarity against a change in persistence
| Year of publication: |
2004
|
|---|---|
| Authors: | Busetti, Fabio ; Taylor, A. M. Robert |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 123.2004, 1, p. 33-66
|
| Publisher: |
Elsevier |