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Unit Root Investigation With Two Breaks Of Greek Velocity (1858-1938)
| Content Provider | Semantic Scholar |
|---|---|
| Author | Varelas, Erotokritos |
| Copyright Year | 2011 |
| Abstract | In the present article the time series of Greek velocity are investigated for the presence of a unit root, allowing for maximum two breaks which take place at an unknown point in time. This methodology is preferred to conventional Dickey & Fuller tests because the covered time horizon, namely from 1858 to 1938, is characterized by a number of very important events, the nature of which is either economic or historical. |
| File Format | PDF HTM / HTML |
| DOI | 10.19030/jabr.v24i3.1347 |
| Alternate Webpage(s) | https://clutejournals.com/index.php/JABR/article/download/1347/1330 |
| Alternate Webpage(s) | https://doi.org/10.19030/jabr.v24i3.1347 |
| Volume Number | 24 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
