An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model

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@article{e48ecf2527164f49bdf5898a5cd22dae,

title = "An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model",

author = "Ralph Bailey and Anthony Taylor",

year = "2002",

month = dec,

day = "1",

doi = "10.1111/1368-423X.t01-1-00096",

language = "English",

volume = "5",

pages = "520--532",

journal = "Econometrics Journal",

issn = "1368-423X",

publisher = "Wiley",

number = "2",

}