The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Searching for a Break in GNP
Open accessAbstract
It has been suggested that existing estimates of the long-run impact of a surprise move in income may have a substantial upward bias due to the presence of a trend break in post war U.S. GNP data.This paper shows that the statistical evidence does not warrant abandoning the no trend null hypothesis.A key part of the argument is that conventionally computed significance levels overstate the likelihood of the trend break alternative hypothesis.This is because they do not take into account that, in practice, the break date is chosen based on pre-test examination of the data.
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Citations
Cites
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Breusch, T. S., & Pagan, A. R. (1979) · Econometrica · doi:10.2307/1911963 · Cited by 5,647
Cited by
Further evidence on breaking trend functions in macroeconomic variables
Perron, P. (1997) · Journal of Econometrics · doi:10.1016/s0304-4076(97)00049-3 · Cited by 2,035
Metadata
- Authors
- Christiano, L. J.
- Venue
- Journal of Business & Economic Statistics
- Publisher
- Informa UK Limited
- Published
- 1992-07
- Volume
- 10
- Issue
- 3
- Pages
- 237-250
- ISSN
- 0735-0015 (ISSN-L)
- 1537-2707
- OpenAlex
- W2085246777
- Cited by
- 587
- References
- 2
- FWCI
- 5.90
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
