A revisit to the non-linear mean reversion of real exchange rates : evidence from a series-specific non-linear panel unit-root test
Year of publication: |
2009
|
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Authors: | Wu, Jyh-lin ; Lee, Hsiu-yun |
Other Persons: | Boucher Breuer, Janice (contributor) ; McNown, Robert F. (contributor) ; Wallace, Myles Stuart (contributor) |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 31.2009, 4, p. 591-601
|
Subject: | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Panel | Panel study |
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