Testing for stationarity using covariates: an application to purchasing power parity
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2010.534059
Reference16 articles.
1. Testing for Purchasing Power Parity using stationary covariates
2. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
3. Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
4. On cross-country differences in the persistence of real exchange rates
5. Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity
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