Research Article
Sidsel Romhus,
Gyro Aas Herder,
Elisabeth Grindheim,
Synnve Schjølberg,
Patricia Howlin
Scandinavian Journal of Child and Adolescent Psychiatry and Psychology , ISSUE 1, 3–12
Research Article
-tests, those tests with structural break reject more null hypotheses of unit roots of most inflation series than those without structural breaks. By applying variants of GARCH-based unit root tests, which include those with structural breaks and time trend regression specifications, we find that unit root tests without time trend give most rejections of the conventional unit roots. Thus, care should be taken while applying variants of the new unit root tests on weak trending time series as indicated
OlaOluwa S. Yaya
Statistics in Transition New Series , ISSUE 3, 477–493
Research Article
’s polynomial in time. The results indicated nonlinear time trend in inflation for most of the countries. With the exception of Burkina Faso, which exhibited plausibility of naturally reverting to its mean level, the majority of the selected African countries would require stronger interventions to revert their observed inflationary levels to their mean levels.
O. S. Yaya,
O. J. Akintande,
A. E. Ogbonna,
H. M. Adegoke
Statistics in Transition New Series , ISSUE 3, 119–132