Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Sungju Chun and Pierre Perron
| Year of publication: |
2013
|
|---|---|
| Authors: | Chun, Sungju ; Perron, Pierre |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 22/24, p. 3412-3528
|
| Subject: | shifts in trend | finite sample properties | unit root | structural changes | long-run real exchange rates | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010345346