Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Jen-Je Su; Adrian Cheung Wai-Kong; Eduardo Roca
| Year of publication: |
2014
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|---|---|
| Authors: | Su, Jen-je ; Cheung, Adrian Wai Kong ; Roca, Eduardo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 161-171
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| Subject: | (Nonlinear) unit root test | Heteroskedasticity | Wild bootstrapping | Purchasing power parity | Kaufkraftparität | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis |