haku: @indexterm TIME SERIES / yhteensä: 413
viite: 140 / 413
| Tekijä: | Metz, R. |
| Otsikko: | Über die Stochastische Struktur langfristiger Wachstumschwankungen = About stochastic structure of long-lasting growth-changes |
| Lehti: | IFO-Studien
1992 : No.2, p. 173-194 |
| Asiasana: | TIME SERIES STATISTICAL METHODS GROWTH CHANGE |
| Kieli: | ger |
| Tiivistelmä: | The methods of testing historical time series for the presence of a stochastic growth component are illustrated: the Augmented Dickey-Fuller and the Perron-Test which allows for a trend-break. The results for the Gross Domestics Product per capita in Germany from 1850-1990 obtained by both tests indicate presence of a stochastic growth component. However, a thorough discussion of the implications of these tests shows that the results ought to be handled with caution. |
SCIMA