More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Year of publication: |
2004
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Authors: | Smith, L. Vanessa ; Leybourne, Stephen James ; Kim, Tae-hwan ; Newbold, Paul |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 19.2004, 2, p. 147-170
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Subject: | Kaufkraftparität | Purchasing power parity | Panel | Panel study | Einheitswurzeltest | Unit root test | Theorie | Theory | Mean Reversion | Mean reversion |
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