An application of a new seasonal unit root test for trending and breaking series to industrial production of the BRICS
Ghassen El Montasser, Rangan Gupta
| Year of publication: |
2016
|
|---|---|
| Authors: | El Montasser, Ghassen ; Gupta, Rangan |
| Published in: |
The journal of developing areas. - Nashville, Tenn. : [Verlag nicht ermittelbar], ISSN 0022-037X, ZDB-ID 219414-4. - Vol. 50.2016, 4, p. 183-194
|
| Subject: | Seasonal unit root tests | Structural breaks | Linear time trend | Industrial production | BRICS | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Industrieproduktion | BRICS-Staaten | BRICS countries | Saisonale Schwankungen | Seasonal variations | Theorie | Theory |