Empirical conditional quantile test for purchasing power parity : evidence from East Asian countries
Wei Ma, Haiqi Li, Sung Y. Park
| Year of publication: |
May 2017
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|---|---|
| Authors: | Ma, Wei ; Li, Haiqi ; Park, Sung Y. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 211-222
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| Subject: | Purchasing power parity | Quantile unit root | Quantile cointegration | Kaufkraftparität | Schätzung | Estimation | Kointegration | Cointegration | Ostasien | East Asia | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.01.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748424