RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Year of publication: |
Feb 2017
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Authors: | Meng, Ming ; Lee, Junsoo ; Payne, James E. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 1, p. 31-45
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Subject: | Prebisch-Singer hypothesis | relative commodity prices | residual augmented least squares | trend break | unit root | Einheitswurzeltest | Unit root test | Rohstoffpreis | Commodity price | Terms of Trade | Terms of trade | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Schätzung | Estimation |
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