Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work

Mehmet Caner and Lutz Kilian

Year of publication:	1999
Authors:	Caner, Mehmet ; Kilian, Lutz
Publisher:	Bonn : Zentrum für Europ. Integrationsforschung
Subject:	Kaufkraftparität \| Purchasing power parity \| Statistischer Test \| Statistical test \| Stochastischer Prozess \| Stochastic process \| Einheitswurzeltest \| Unit root test \| Theorie \| Theory \| Schätzung \| Estimation \| OECD-Staaten \| OECD countries \| 1973-1997

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