Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Aviral Kumar Tiwari; Muhammad Shahbaz
| Year of publication: |
2014
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Shahbaz, Muhammad |
| Published in: |
Economic change and restructuring : empirical and policy research on the transitional and emerging economies. - Dordrecht [u.a.] : Springer, ISSN 1573-9414, ZDB-ID 2246521-2. - Vol. 47.2014, 2, p. 117-133
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| Subject: | PPP | Nonlinearity | Unit root | Threshold autoregressive (TAR) model | India | Einheitswurzeltest | Unit root test | Indien | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
| 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/10010408390