Do Malaysian house prices follow a random walk? Evidence from univariate and panel LM unit root tests with one and two structural breaks

Applied Economics

Volumn 45, Issue 18, 2013, Pages 2611-2627

  Lean, Hooi Hooi ^a   Smyth, Russell ^b  

^a USM   (Malaysia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Asia; housing prices; random walk; trend reversion

Indexed keywords

HOUSING MARKET; LAGRANGIAN ANALYSIS; PRICE DYNAMICS; RANDOM WALK METHOD; STRUCTURAL ADJUSTMENT;

MALAYSIA;

EID: 84860187039     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036846.2012.674207     Document Type: Article

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