The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Multiple Trend Breaks and the Unit-Root Hypothesis
Abstract
Ever since Nelson and Plosser (1982) found evidence in favor of the unit-root hypothesis for 13 long-term annual macro series, observed unit - root behavior has been equated with persistence in the economy. Perron (1989) questioned this interpretation, arguing instead that the "observed" behavior may indicate failure to account for structural change. Zivot and Andrews (1992) restored confidence in the unit-root hypothesis by incorporating an endogenous break point into the specification. By allowing for the possibility of two endogenous break points, we find more evidence against the unit-root hypothesis than Zivot and Andrews, but less than Perron. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology
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Citations
Cites
Computation and analysis of multiple structural change models
Bai, J., & Perron, P. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.659 · Cited by 5,771
Cited by
Computation and analysis of multiple structural change models
Bai, J., & Perron, P. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.659 · Cited by 5,771
Testing for Shifts in Trend With an Integrated or Stationary Noise Component
Perron, P., & Yabu, T. (2009) · Journal of Business & Economic Statistics · doi:10.1198/jbes.2009.07268 · Cited by 271
Structural breaks with deterministic and stochastic trends
Perron, P., & Zhu, X. (2005) · Journal of Econometrics · doi:10.1016/j.jeconom.2004.09.004 · Cited by 225
Dynamics between energy consumption and economic growth in Ecuador: A granger causality analysis
Pinzón, K. (2018) · Economic Analysis and Policy · doi:10.1016/j.eap.2017.09.004 · Cited by 66
Metadata
- Authors
- Lumsdaine, R. L., & Papell, D. H.
- Venue
- Review of Economics and Statistics
- Publisher
- MIT Press
- Published
- 1997-05
- Volume
- 79
- Issue
- 2
- Pages
- 212-218
- ISSN
- 0034-6535 (ISSN-L)
- 1530-9142
- OpenAlex
- W2076287473
- Cited by
- 1,502
- References
- 1
- FWCI
- 33.55
- Type
- journal article
- Language
- en
- Open access
- closed
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