The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
By Mohsen Bahmani-Oskooee, Tsangyao Chang, and Omid Ranjbar
| Year of publication: |
2017
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|---|---|
| Authors: | Bahmani-Oskooee, Mohsen ; Chang, Tsangyao ; Ranjbar, Omid |
| Published in: |
Applied economics quarterly. - Berlin : Duncker & Humblot, ISSN 1611-6607, ZDB-ID 2115633-5. - Vol. 63.2017, 3, p. 295-317
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| Subject: | Purchasing Power Parity | Quantile Unit Root Test | Smooth Breaks | Fourier Function | OECD | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | OECD-Staaten | OECD countries | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
| 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/10011890423