Structural change and unit root econometrics

DOI10.1016/0165-1765(89)90005-0zbMath1391.62158OpenAlexW1999904554MaRDI QIDQ1676623

Lucrezia Reichlin

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90005-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

Related Items

Spurious number of breaks ⋮ Structural change and unit roots ⋮ Forecasting in the presence of large shocks ⋮ A note on the stationarity of the primary commodities relative price index

Cites Work

• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis