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A Quasi-Bayesian Analysis of Structural Breaks: China's Output and Productivity Series

  • Xiao-Ming Li

    (Department of Commerce, Massey University-Albany, New Zealand)

A quasi-Bayesian model selection approach is employed to detect the number and dates of structural changes in China's GDP and labour productivity data. It is shown that the predictive likelihood information criterion is valid only among models with well-behaved residuals.

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Article provided by College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan in its journal International Journal of Business and Economics.

Volume (Year): 3 (2004)
Issue (Month): 1 (April)
Pages: 57-65

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Handle: RePEc:ijb:journl:v:3:y:2004:i:1:p:57-65
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  1. Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
  2. Perron, P., 1994. "Further Evidence on Breaking Trend Functions in Macroeconomic Variables," Cahiers de recherche 9421, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
  3. Bai, Jushan, 1999. "Likelihood ratio tests for multiple structural changes," Journal of Econometrics, Elsevier, vol. 91(2), pages 299-323, August.
  4. Inwood, K. & Stengos, T., 1990. "Discontinuities In Canadian Economic Growth, 1870-1985," Working Papers 1990-4, University of Guelph, Department of Economics and Finance.
  5. Dan Ben-David & David H. Papell, 1998. "Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 561-571, November.
  6. Raj, Baldev & Slottje, Daniel J, 1994. "The Trend Behavior of Alternative Income Inequality Measures in the United States from 1947-1990 and the Structural Break," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 479-87, October.
  7. Vogelsang, Timothy J., 1997. "Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series," Econometric Theory, Cambridge University Press, vol. 13(06), pages 818-848, December.
  8. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  9. Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
  10. Robin L. Lumsdaine & David H. Papell, 1997. "Multiple Trend Breaks And The Unit-Root Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 212-218, May.
  11. Nunes, Luis C & Newbold, Paul & Kuan, Chung-Ming, 1997. "Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 435-48, November.
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