Scale of variance, unit of data and the power of unit root tests under structural changes – a strategy for analysing Nelson–Plosser data

Author: Chang Meng-Shiuh   Hu Teng-Yuan  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.13, Iss.1, 2006-01, pp. : 51-56

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract