Structural break unit-root: an empirical study of Malaysian equity markets

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Structural break unit-root: an empirical study of Malaysian equity markets

This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. Under the considerations of drift and structural break, it was found that during the restructuri...

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Bibliographic Details
Main Authors:	Chin, Wen Cheong, Zaidi Isa
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2009
Online Access:	http://journalarticle.ukm.my/18/ http://journalarticle.ukm.my/18/1/

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