Unit root tests with smooth breaks: an application to the Nelson-Plosser data set

This article reconsiders the nature of the trends (i.e. deterministic or stochastic) of the Nelson-Plosser macroeconomic time series. For this purpose, the article employs two new tests that display robustness to structural breaks of unknown forms, irrespective of the date and/or location of the bre...

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Bibliographic details
Volume: 17
Main Author: Pascalau, Razvan
Format: Journal Article
Language: English
Place of publication: ABINGDON Taylor & Francis 14.04.2010
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor and Francis Journals
published in: Applied economics letters Vol. 17; no. 6; pp. 565 - 570
Data of publication: 4/14/2010
ISSN: 1350-4851
1466-4291
EISSN: 1466-4291
Discipline: Economics
Series: Applied Economics Letters
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
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