Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2002
Volume: 64
Issue: 4
Pages: 381-397

Authors (2)

A. M. Robert Taylor (University of Essex) Dick van Dijk (Erasmus Universiteit Rotterdam)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:obuest:v:64:y:2002:i:4:p:381-397
Journal Field
General
Author Count
2
Added to Database
2026-01-29