Valadkhani, Abbas; Layton, Allan P.; Pahlavani, Mosayeb - School of Accounting, Economics, and Finance, … - 2005
This paper employs all available annual time series data to endogenously determine the timing of structural breaks for 10 macroeconomic variables in the Australian economy. The ADF (Augmented Dickey and Fuller) test and the LP (Lumsdaine and Papell, 1997) test are used to examine the time series...
