Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Year of publication: |
2005
|
---|---|
Authors: | Moon, Hyungsik Roger ; Perron, Benoit |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 23.2005, 4, p. 293-323
|
Publisher: |
Taylor & Francis Journals |
Subject: | Seemingly unrelated regressions | Efficient estimation | Purchasing power parity | Minimum distance |
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