Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
Year of publication: |
2000-03
|
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Authors: | Taylor, Alan M. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | DAE IFM ITI published as Taylor, Alan M. "Potential Pitfalls For The Purchasing-Power-Parity Puzzle? Sampling And Specification Biases In Mean-Reversion Tests Of The Law Of None Price," Econometrica, 2001, v69(2,Mar), 473-498. Number 7577 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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