Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Yang-Cheng Ralph Lu, Tsangyao Chang and Chia-Hao Lee
| Year of publication: |
2012
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|---|---|
| Authors: | Lu, Yang-cheng ; Chang, Tsangyao ; Lee, Chia-hao |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 7/9, p. 629-633
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| Subject: | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Statistischer Test | Statistical test | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Transformationsstaaten | Transition countries |
| 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/10009630585