haku: @indexterm Macroeconomic models / yhteensä: 204
viite: 42 / 204
| Tekijä: | Perron, P. |
| Otsikko: | Further evidence on breaking trend functions in macroeconomic variables. |
| Lehti: | Journal of Econometrics
1997 : OCT, VOL. 80:2, p. 355-385 |
| Asiasana: | MACROECONOMIC MODELS UNIT ROOTS STOCHASTIC PROCESSES STRUCTURAL CHANGE |
| Kieli: | eng |
| Tiivistelmä: | The author reviews the statistics involved, discusses their asymptotic distribution under the null hypothesis of a unit root, their finite sample distribution under the null hypothesis of a unit root, their finite sample distribution using simulation methods. The paper contains power under various data-generating processes, and presents empirical results, analyzes an international data set of post- contains the derivation of the limiting distributions. The author derives the limiting distribution of the sequential test without trimming. |
SCIMA