Title
An empirical note about additive outliers and nostationarity in Latin-American inflation series
Date Issued
01 June 2004
Access level
metadata only access
Resource Type
journal article
Author(s)
Université d'Ottawa
Abstract
This note shows the empirical dangers of the presence of large additive outliers when testing for unit roots using standard unit root statistics. Using recent proposed procedures applied to four Latin-American inflation series, I show that the unit root hypothesis cannot be rejected. © Springer-Verlag 2004.
Start page
361
End page
372
Volume
29
Issue
2
Language
English
OCDE Knowledge area
Economía
Econometría
Subjects
Scopus EID
2-s2.0-2942541039
Source
Empirical Economics
ISSN of the container
03777332
Sources of information:
Directorio de Producción Científica
Scopus