Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
| Year of publication: |
2001
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|---|---|
| Authors: | Caner, M. ; Kilian, L. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 20.2001, 5, p. 639-658
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