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PPP may not hold afterall : a further investigation
Ng, Serena
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Perron, Pierre
- In:
Annals of economics and finance
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2002
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pp. 43-65
Persistent link: https://www.econbiz.de/10001731872
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Extremum estimation when the predictors are estimated from large panels
Bai, Jushan
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Ng, Serena
- In:
Annals of economics and finance
9
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2008
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pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
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