Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
by Christoph Rothe and Philipp Sibbertsen
| Year of publication: |
2006
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|---|---|
| Authors: | Rothe, Christoph ; Sibbertsen, Philipp |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 90.2006, 3, p. 439-456
|
| Subject: | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Schätzung | Estimation | Australien | Australia | Neuseeland | New Zealand |
| Extent: | graph. Darst. |
|---|---|
| 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/10003363489