A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Joakim Westerlund and Paresh Narayan
| Year of publication: |
October-December 2015
|
|---|---|
| Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 13/15, p. 1317-1333
|
| Subject: | PPP | real exchange rates | sequential unit root tests | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Panel | Panel study | Theorie | Theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2014.948216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011419881