Unit root tests in the presence of structural breaks: Evidence from African stock markets

Standard

Unit root tests in the presence of structural breaks: Evidence from African stock markets. / Osabuohien-Irabor, Osarumwense.
In: Economic Journal of Emerging Markets, Vol. 12, No. 2, 2020, p. 119-137.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{8ca3c7aded314459a310e78afb5f10a4,

title = "Unit root tests in the presence of structural breaks: Evidence from African stock markets",

keywords = "African stocks, structural breaks, mean-reversion, random-walk, unit root test, MACROECONOMIC TIME-SERIES, OIL-PRICE SHOCK, RANDOM-WALK, EFFICIENT EVIDENCE, GREAT CRASH, HYPOTHESIS, COMPONENTS, SELECTION, MODELS, MEMORY",

author = "Osarumwense Osabuohien-Irabor",

year = "2020",

doi = "10.20885/ejem.vol12.iss2.art1",

language = "English",

volume = "12",

pages = "119--137",

journal = "Economic Journal of Emerging Markets",

issn = "2086-3128",

publisher = "Universitas Islam Indonesia",

number = "2",

}

RIS

TY - JOUR

T1 - Unit root tests in the presence of structural breaks: Evidence from African stock markets

AU - Osabuohien-Irabor, Osarumwense

PY - 2020

Y1 - 2020

KW - African stocks

KW - structural breaks

KW - mean-reversion

KW - random-walk

KW - unit root test

KW - MACROECONOMIC TIME-SERIES

KW - OIL-PRICE SHOCK

KW - RANDOM-WALK

KW - EFFICIENT EVIDENCE

KW - GREAT CRASH

KW - HYPOTHESIS

KW - COMPONENTS

KW - SELECTION

KW - MODELS

KW - MEMORY

UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=000607266800001

U2 - 10.20885/ejem.vol12.iss2.art1

DO - 10.20885/ejem.vol12.iss2.art1

M3 - Article

VL - 12

SP - 119

EP - 137

JO - Economic Journal of Emerging Markets

JF - Economic Journal of Emerging Markets

SN - 2086-3128

IS - 2

ER -

ID: 20521362