Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
Year of publication: |
2004
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Authors: | Bec, Frédérique ; Salem, Mélika Ben ; Carrasco, Marine |
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 876122x. - Vol. 22.2004, 4, p. 382-395
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