RIS ID
12014
Abstract
Testing for unit roots has special significance in terms of both economic theory and the interpretation of estimation result. As there are several methods available, researchers face method selection problem while conduction the unit root test on time series data i the presence of structural break.
Publication Details
Chowdhury, M. K. & Shrestha, M. (2005). A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An application to Quarterly Data in Nepal, 1970-2003. International Journal of Applied Econometrics and Quantitative Studies, 2 (2), 1-16.