Unit roots and structural breaks: new knowledge for the ASEAN macroeconomic time series model / Tan Yan Ling … [et al.]

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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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Bibliographic Details
Main Author:	Tan Yan Ling
Format:	Research Reports
Language:	English
Published:	Research Management Institute (RMI) 2013
Online Access:	https://ir.uitm.edu.my/id/eprint/17501/

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