Journal :          The Econometrics Journal.
Article Name:  Tests for a change in persistence against the null of difference-stationarity
Volume (Year): 6 (2003)
Issue (Month): 2 (December)
Pages: 291-311
Web:   http://onlinelibrary.wiley.com/doi/10.1111/1368-423X.t01-1-00110/abstract