Variance ratio tests for a unit root in the presence of a mean shift : small sample properties and an application to purchasing power parity
Daiki Maki
| Year of publication: |
2006
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|---|---|
| Authors: | Maki, Daiki |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 8 (1.5.), p. 607-615
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| Subject: | Kaufkraftparität | Purchasing power parity | Varianzanalyse | Analysis of variance | Einheitswurzeltest | Unit root test | Japan | 1970-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003328492