Simple unit root testing in generally trending data with an application to precious metal prices in Asia

Westerlund, Joakim 2013, Simple unit root testing in generally trending data with an application to precious metal prices in Asia, Journal of Asian economics, vol. 28, pp. 12-27.

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Title Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Author(s) Westerlund, Joakim
Journal name Journal of Asian economics
Volume number 28
Start page 12
End page 27
Total pages 15
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2013-10
ISSN 1049-0078
Keyword(s) unit root test
deterministic trend
recursive detrending
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2013, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30057283

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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