Asymmetry and non-linearity in UK output

The diagnostic tests of time deformation presented by Stock are applied to UK output. In contrast to previous findings, significant evidence of time deformation is detected. It is shown that the success of this analysis is due to closely following the approach outlined in the seminal work of Stock for stochastically trending variables.

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Year of publication:	2000
Authors:	Cook, Steven
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 7.2000, 7, p. 459-461
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009202754