Endogenous structural breaks and unit root tests : an application to Singapore
The seminal work on unit roots and macroeconomic variables was that of Nelson and Plosser (1982). They find that most macroeconomic variables follow a random walk process. The implications of their empirical findings are that existing theoretical relationships between macroeconomic variables are spu...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2014
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| Online Access: | http://hdl.handle.net/10356/59733 |
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| Institution: | Nanyang Technological University |
| Language: | English |