On the joint Fourier-ESTAR testing of PPP
Fathali Firoozi and Donald Lien
| Year of publication: |
October 2016
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|---|---|
| Authors: | Firoozi, Fathali ; Lien, Da-hsiang Donald |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 13/15, p. 979-983
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| Subject: | Exponential autoregressive models | flexible Fourier forms | real exchange rates | structural breaks | unit root tests | Kaufkraftparität | Purchasing power parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätzung | Estimation | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1125424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011629313