A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries
A. Almasri, K. Månsson, P. Sjölander and G. Shukur
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Almasri, A. ; Månsson, K. ; Sjölander, Pär ; Shukur, Ghazi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 21, p. 2096-2105
|
| Subject: | Panel unit-root test | cross-sectional dependency | structural break | wavelet | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Panel | Panel study | Theorie | Theory | Entwicklungsländer | Developing countries | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1231908 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817115