Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Year of publication: |
Mar. 2007
|
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Other Persons: | Caporale, Guglielmo Maria (contributor) ; Gregoriou, Andros (contributor) |
Publisher: |
Uxbridge : Brunel Univ. West London, Brunel Business School |
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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