A note on testing for purchasing power parity

We examine the asymptotic behavior of unit root tests against nonlinear alternativesof the exponential smooth transition type if the data is erroneously nonlinearly transformed...

Year of publication:	2011-05-01
Authors:	Heinen, Florian
Institutions:	Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät
Subject:	Fehlspezifikation \| Misspecification \| Kaufpreisparität \| Nichtlineare Transformation \| Nonlinear data transformation \| Einheitswurzel \| Unit root testing

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Extent:	379904 bytes 17 p. application/pdf
Series:	Leibniz Universität Hannover - Wirtschaftswissenschaftliche Fakultät - Diskussionspapiere Discussion Paper ; No. 471 (2011)
Type of publication:	Book / Working Paper
Language:	English
Classification:	C12 - Hypothesis Testing ; F31 - Foreign Exchange ; Business administration. General ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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