Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Year of publication: |
2013
|
---|---|
Authors: | Westerlund, Joakim |
Published in: |
Journal of Asian Economics. - Elsevier, ISSN 1049-0078. - Vol. 28.2013, C, p. 12-27
|
Publisher: |
Elsevier |
Subject: | Unit root test | Deterministic trend | Recursive detrending |
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