Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Year of publication: |
2015
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Authors: | Li, Hongjun ; Lin, Zhongjian ; Hsiao, Cheng |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 1, p. 427-438
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Subject: | Purchasing power parity | Cointegration test | Semiparametric method | Varing coefficient model | Kaufkraftparität | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Schätztheorie | Estimation theory | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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