Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Year of publication: |
2007
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Authors: | Choi, In ; Chue, Timothy K. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 2, p. 233-264
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Subject: | Panel | Panel study | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | G7-Staaten | G7 countries | Theorie | Theory | OECD-Staaten | OECD countries | 1973-2000 |
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