Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product

Author： Sekkel Rodrigo M. Abras Ana Luísa G. Borges Bráulio L

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.11, Iss.6, 2004-05, pp. : 361-364

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

The (in)existence of a unit root in Brazilian gross domestic product

By Aguirre Antonio Ferreira Afonso Henriques Borges

Applied Economics Letters, Vol. 8, Iss. 10, 2001-10 ,pp. : 645-647

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

Power of the Lagrange multiplier test for testing an autoregressive unit root

By Luukkonen R. Saikkonen P.

Economics Letters, Vol. 51, Iss. 1, 1996-04 ,pp. : 27-35

Elsevier

Access to resources Recommend Favorite

The distribution of a Lagrange multiplier test of normality

By Deb P. Sefton M.

Economics Letters, Vol. 51, Iss. 2, 1996-05 ,pp. : 123-130

Elsevier

Access to resources Recommend Favorite

Misspecification of the breaking date in segmented trend variables: effect on the unit root tests

By Montanes A. Olloqui I.

Economics Letters, Vol. 65, Iss. 3, 1999-12 ,pp. : 301-307

Elsevier

Access to resources Recommend Favorite