Potential pitfalls for the purchasing-power-parity puzzle? : Sampling and specification biases in mean-reversion tests of the law of one price
by Alan M. Taylor
| Year of publication: |
2001
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|---|---|
| Authors: | Taylor, Alan M. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 69.2001, 2, p. 473-498
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| Subject: | Kaufkraftparität | Purchasing power parity | Preiskonvergenz | Price convergence | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001566255