Nonstationarity and level shifts with an application to purchasing power parity
Year of publication: |
1992
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Authors: | Perron, Pierre |
Other Persons: | Vogelsang, Timothy J. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 3, p. 301-320
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Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Kaufkraftparität | Purchasing power parity | USA | United States | Großbritannien | United Kingdom | Finnland | Finland | 1892-1988 |
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