Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
| Year of publication: |
2001
|
|---|---|
| Authors: | Caner, M. ; Kilian, L. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 20.2001, 5, p. 639-657
|
| Publisher: |
Elsevier |