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 |
Online-Ausg.:
Size distortions of tests of the null hypothesis of stationarity, First Draft: March 1998, This Version: May 1, 1999. - Bonn : ZEI, 1999. - Online-Ressource (26 S.)
Persistent link: https://www.econbiz.de/10001404606