Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Peter Pedroni
| Year of publication: |
1995
|
|---|---|
| Authors: | Pedroni, Peter Louis |
| Publisher: |
Bloomington, Ind. |
| Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Welt | World |
| Extent: | 30, 6, 3 S |
|---|---|
| Series: | Working paper series in economic. - Bloomington, Ind. : [Center for Econometric Model Research, Indiana University], ZDB-ID 2970239-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000984981