Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Takashi Matsuki; Kimiko Sugimoto
| Year of publication: |
2013
|
|---|---|
| Authors: | Matsuki, Takashi ; Sugimoto, Kimiko |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 34.2013, p. 52-58
|
| Subject: | Purchasing Power Parity | East Asia | Stationarity | Panel unit root test | Multiple testing | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Panel | Panel study | Ostasien | Strukturbruch | Structural break | Statistischer Test | Statistical test | Asien | Asia | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010360616