Unit roots and structural breaks: new knowledge for the ASEAN macroeconomic time series model / Tan Yan Ling … [et al.]
The purpose of this study is to carry out a comprehensive examination of the univariate statistical properties in ASEAN macroeconomic time series from 1960 to 2010 using a battery of endogenous break ADF-type unit root tests. Our empirical findings show that number of rejections of a unit root null...
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| Format: | Research Reports |
| Language: | en |
| Published: |
Research Management Institute (RMI)
2013
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| Online Access: | https://ir.uitm.edu.my/id/eprint/17501/2/LP_TAN%20YAN%20LING%20RMI%2013_5.pdf https://ir.uitm.edu.my/id/eprint/17501/ |
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