The stationarity of consumption-income ratios: evidence from minimum LM unit root testing

DOI10.1016/J.ECONLET.2005.05.010zbMath1254.91648OpenAlexW2062065028MaRDI QIDQ1928657

Steven Cook

Publication date: 3 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.05.010

zbMATH Keywords

consumptionunit root testsstructural breakincome ratio

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Testing for unit roots in heterogeneous panels.
• Is the consumption-income ratio stationary? Evidence from panel unit root tests
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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