Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Year of publication: |
1995
|
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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 |
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