Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Year of publication: |
2020
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Authors: | Yang, Yang ; Zhao, Zhao |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 93.2020, p. 728-736
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Subject: | Covariates | PPP | Quantile | Unit root | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Korrelation | Correlation |
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