Similar Search Results

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

Purchasing power parity : a unit root, cointegration and VAR analysis in emerging and advanced countries

Loukopoulos, Georgios; Antonopoulos, Dimitrios - In: Business and Economic Research : BER 5 (2015) 1, pp. 262-279

Persistent link: https://www.econbiz.de/10011344182

A Reappraisal of the Evidence on PPP : A Systematic Investigation into Ma Roots in Panel Unit Root Tests and their Implications

Fischer, Christoph A. - 2012

Panel unit root tests of real exchange rates – as opposed to univariate tests – usually reject non-stationarity. These tests, however, could be biased if the real exchange rate contained MA roots. Indeed, two independent arguments claim that the real exchange rate, being a sum of a...

Persistent link: https://www.econbiz.de/10013109643

A reappraisal of the evidence on PPP : a systematic investigation into MA roots in panel unit root tests and their implications

Fischer, Christoph; Porath, Daniel - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 767-792

Persistent link: https://www.econbiz.de/10008747607

A reappraisal of the evidence on PPP : a systematic investigation into MA roots in panel unit root tests and their implications

Fischer, Christoph (contributor); Porath, Daniel (contributor) - 2006

Panel unit root tests of real exchange rates as opposed to univariate tests usually reject non-stationarity. These tests, however, could be biased if the real exchange rate contained MA roots. Indeed, two independent arguments claim that the real exchange rate, being a sum of a stationary and a...

Persistent link: https://www.econbiz.de/10003359011