SHARP AND SMOOTH BREAKS IN UNIT ROOT TESTING OF RENEWABLE ENERGY CONSUMPTION : THE WAY FORWARD

This study proposes a flexible unit root test that detects sharp and smooth breaks simultaneously. Most unit root tests are not general enough to capture different dynamics, such as smooth structural breaks, sharp structural breaks, state-dependent nonlinearity, or a mixture of them. Therefore, cons...

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Bibliographische Detailangaben
Veröffentlicht in:The Journal of Energy and Development. - International Research Center for Energy and Economic Development (ICEED). - 44(2019), 1/2, Seite 5-40
1. Verfasser: Shahbaz, Muhammad (VerfasserIn)
Weitere Verfasser: Omay, Tolga, Roubaud, David
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2019
Zugriff auf das übergeordnete Werk:The Journal of Energy and Development
Schlagworte:Economics Applied sciences Mathematics Biological sciences Environmental studies Political science