Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
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 7974632. - Vol. 23.2004, 4, p. 293-324
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