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 ; BenSalem, Mélika ; Carrasco, Marine |
Publisher: |
[S.l.] : SSRN |
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Industrieländer | Industrialized countries | Autokorrelation | Autocorrelation | Theorie | Theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business and Economic Statistics Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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