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RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis - MaRDI portal

RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (Q2691689)

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RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
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    RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (English)
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    30 March 2023
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    Prebisch-Singer hypothesis
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    relative commodity prices
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    residual augmented least squares
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    trend break
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    unit root
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