More powerful threshold cointegration tests
Year of publication: |
May 2018
|
---|---|
Authors: | Oh, Dong-Yop ; Lee, Hyejin ; Meng, Ming |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 3, p. 887-911
|
Subject: | Cointegration | Efficient estimation | Stationary covariates | Asymmetric adjustment | PPP | Kointegration | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
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