Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product
Ana Luísa G. Abras, Bráulio L. Borges and Rodrigo M. Sekkel
| Year of publication: |
2004
|
|---|---|
| Authors: | Abras, Ana Luísa G. ; Borges, Bráulio Lima ; Sekkel, Rodrigo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 6, p. 361-364
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Brasilien | Brazil | Nationaleinkommen | National income | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002061181