✦ LIBER ✦

Unit roots and structural breakpoints in China’s macroeconomic and financial time series

✍ Scribed by Qi Liang; Jianzhou Teng

Book ID: 107373823
Publisher: Higher Education Press and Springer
Year: 2006
Tongue: English
Weight: 890 KB
Volume: 1
Category: Article
ISSN: 1673-3444
DOI: 10.1007/s11459-006-0019-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

STRUCTURAL BREAKS AND UNIT ROOTS IN AUST

STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES

✍ Paresh Kumar Narayan; Russell Smyth 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 134 KB

Unit roots and seasonal unit roots in ma

Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence

✍ Hahn Shik Lee; Pierre L. Siklos 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 416 KB

Structural changes and unit roots in Jap

Structural changes and unit roots in Japan’s macroeconomic time series: is real business cycle theory supported?

✍ Naotsugu Hayashi 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 617 KB

Structural changes and unit roots in non

Structural changes and unit roots in non-stationary time series

✍ Boris Brodsky; Boris Darkhovsky 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Unit and Fractional Roots at the Long Ru

Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series

✍ Luis A. Gil-Alana 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 205 KB

Randomized unit root processes for model

Randomized unit root processes for modelling and forecasting financial time series: Theory and applications

✍ Stephen J. Leybourne; Brendan P. M. McCabe; Terence C. Mills 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 873 KB

This paper considers the problems of statistically analysing the levels of financial time series rather than their differences, which are often equivalent to returns and which are traditionally analysed in econometric modelling. This focus on differences is a consequence of the inherent nonstationar