RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Ming Meng, Junsoo Lee and James E. Payne
| 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 | Terms of Trade | Terms of trade | Zeitreihenanalyse | Time series analysis | Rohstoffpreis | Commodity price | Strukturbruch | Structural break | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2016-0050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011650185