A New Approach to Unit Root Testing
Year of publication: |
2010
|
---|---|
Authors: | Herwartz, Helmut ; Siedenburg, Florian |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 36.2010, 4, p. 365-384
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Unit root tests | Simulation based test | Simulation study | PPP hypothesis |
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