Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference42 articles.
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3. Misleading inferences from panel unit-root tests with an illustration from purchasing power parity;Breuer;Rev. Int. Econ.,2001
4. Series-specific unit root tests with panel data;Breuer;Oxford Bull. Econ. Statist.,2002
5. Is Real Exchange Rate Mean Reversion Caused by Arbitrage?;Campa,1997
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