Size distortions of tests of the null hypothesis of stationary : evidence and implications for the PPP debate
M. Caner; L. Kilian
| Year of publication: |
2001
|
|---|---|
| Authors: | Caner, M. ; Kilian, Lutz |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 5, p. 639-657
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 655 - 657 In: Journal of international money and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612882