The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Year of publication: |
2000
|
---|---|
Authors: | Moon, Hyungsik Roger ; Perron, Benoit |
Publisher: |
Montréal (Québec) |
Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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