Bringing quantile unit root test with both sharp shifts and smooth breaks back to testing time series property of per capita cigarette consumption
Tsangyao Chang and Hsin-Pei Hsueh
| Year of publication: |
2018
|
|---|---|
| Authors: | Chang, Tsangyao ; Hsueh, Hsin-Pei |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 9, p. 1147-1158
|
| Subject: | Stationary properties | Cigarette consumption per capita | Quantile Unit Root Test | Sharp Shifts and Smooth Breaks | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | 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/10012006779