Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques
Author:
Affiliation:
1. Faculty of Economics; University of Navarra; Pamplona Spain
2. Department of Statistics; University of Ibadan; Ibadan Nigeria
3. Department of Mathematical and Statistical Sciences; University of Alberta; Edmonton Canada
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/asmb.2189/fullpdf
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4. Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation;Cook;Applied Economics,2005
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