Testing linearity in cointegrating relations with an application to purchasing power parity
Seung Hyun Hong; Peter C. B. Phillips
| Year of publication: |
2010
|
|---|---|
| Authors: | Hong, Seung Hyun ; Phillips, Peter C. B. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 1, p. 96-114
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| Subject: | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | OECD-Staaten | OECD countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003992805