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How sure are we about purchasing power parity? : Panel evidence with the null of stationary real exchange rates
Kuo, Biing-shen; Mikkola, Anne - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 767-789
Persistent link: https://www.econbiz.de/10001605445
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The behavior of the real exchange rate : a re-examination using finite sample approach
Kuo, Biing-shen; Mikkola, Anne - 1997
Persistent link: https://www.econbiz.de/10000968561
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The behaviour of the real exchange rate: A re-examination using finite sample approach
Kuo, Biing-shen - 1997
Persistent link: https://www.econbiz.de/10013422391
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Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen - In: Econometric theory 15 (1999) 1, pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
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Autoregressive Spectral Averaging Estimator
Liu, Chu-An - 2017
This paper considers model averaging in spectral density estimation. We construct the spectral density function by averaging the autoregressive coefficients from all potential autoregressive models and investigate the autoregressive spectral averaging estimator using weights that minimize the...
Persistent link: https://www.econbiz.de/10012947449