Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
| Year of publication: |
2010
|
|---|---|
| Authors: | Hong, Seung Hyun ; Phillips, Peter C. B. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 28.2010, 1, p. 96-114
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008480440