Analysis of structural breaks and unit root tests for Chinese macroeconomic data

DOI10.16163/J.CNKI.22-1123/N.2016.01.008zbMATH Open1349.91213MaRDI QIDQ2990800FDOQ2990800

Authors: Lianyan Fu, Shuang Qu, Qingyuan Meng 

Publication date: 10 August 2016

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zbMATH Keywords

structural breaksunit root testlong-run growthtrend stationarydetermined time trend

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited In (1)

• Assessing time-varying risk in China's GDP growth

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