Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation-Reference-Cited by-同舟云学术

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Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation

Published:2005-04-10 Issue:6 Volume:37 Page:607-617
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:RAEC

Author:

Cook Steven

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/0003684042000337370

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Is the health care price inflation in US urban areas stationary?;Journal of Economics, Finance and Administrative Science;2018-06-11

3. Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques;Applied Stochastic Models in Business and Industry;2016-07-28

4. The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence;Economic Change and Restructuring;2016-02-09

5. Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks;Applied Economics;2010-05

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