Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Hyungsik Roger Moon and Benoit Perron
| Year of publication: |
2004
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|---|---|
| Authors: | Moon, Hyungsik Roger ; Perron, Benoit |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 4, p. 293-323
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| Subject: | Kaufkraftparität | Purchasing power parity | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Schätzung | Estimation | Theorie | Theory | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | Großbritannien | United Kingdom | 1974-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002514194