Nonstationary and Level Shifts With An Application To Purchasing Power Parity.
Year of publication: |
1991
|
---|---|
Authors: | Vogelsang, T.I. ; Perron, P. |
Institutions: | Econometrics Research Program, Department of Economics |
Subject: | economic models | econometrics | tests | exchange rate | prices | purchasing power |
-
MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE.
BAILLIE, R.T., (1989)
-
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M., (1992)
-
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M., (1992)
- More ...
-
THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS.
PERRON, P., (1990)
-
PERRON, P., (1988)
-
THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS.
PERRON, P., (1990)
- More ...