Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap-Reference-Cited by-同舟云学术

Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap

Published:2007-05 Issue:2 Volume:95 Page:285-290
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Arghyrou Michael G.,Gregoriou Andros

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

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2. Davidson, R. and Flachaire, E. (2001), The wild bootstrap, tamed at last, mimeo, Department of Economics, Queens University, Economics Department Working Paper No. 1000, Kingston, Ontario.

3. Distribution of the estimators for autoregressive time series with a unit root;Dickey;Journal of American Statistical Association,1979

4. Some methods for assessing the need for non-linear models in business cycle analysis;Engel;International Journal of Forecasting,2005

5. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form;Goncalves;Journal of Econometrics,2004

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