Unit roots and multiple structural breaks in real output

Antonio Noriega () and Araceli Ramírez-Zamora
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Araceli Ramírez-Zamora: Universidad de Guanajuato

Estudios Económicos, 1999, vol. 14, issue 2, 163-188

Abstract: Utilizing re-sampling. Methods, we present evidence on the rejection probabilities for difference-stationary and trend-stationary models for Mexico’s real and real per-capita annual gross domestic product. The trend stationary alternative allows for stationary fluctuations around a long-run trend function with endogenously determined multiple structural breaks, via global and sequential search methods. The number of breaks is determined using a unit-root rejection stopping rule and a parameter-constancy stopping rule.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:emx:esteco:v:14:y:1999:i:2:p:163-188

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