Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation

Author： Cook Steven  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.37, Iss.6, 2005-04, pp. : 607-617

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

Related content

Structural change and unit root testing: British industrial production 1700-1913

By Greasley David   Oxley Les  

Applied Economics Letters, Vol. 1, Iss. 3, 1994-03 ,pp. : 39-40

Routledge Ltd

Access to resources Recommend Favorite

Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null

By Vougas Dimitrios  

Applied Economics Letters, Vol. 15, Iss. 9, 2008-07 ,pp. : 701-705

Routledge Ltd

Access to resources Recommend Favorite

A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures

By Narayan Paresh Kumar   Popp Stephan  

Applied Economics, Vol. 44, Iss. 2, 2012-01 ,pp. : 163-175

Routledge Ltd

Access to resources Recommend Favorite

Testing the null of stationarity against the alternative of a unit root: an application to the Italian post-war economy

By Schlitzer Giuseppe  

Applied Economics, Vol. 28, Iss. 3, 1996-03 ,pp. : 327-331

Routledge Ltd

Access to resources Recommend Favorite

Testing the null of cointegration in the presence of a structural break

By Alan Bartley W.   Lee J.   Strazicich M.C.  

Economics Letters, Vol. 73, Iss. 3, 2001-12 ,pp. : 315-323

Elsevier

Access to resources Recommend Favorite