PPP May not Hold Afterall: A Further Investigation
Year of publication: |
2002
|
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Authors: | Ng, Serena ; Perron, Pierre |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 3.2002, 1, 3, p. 43-64
|
Publisher: |
China Economics and Management Academy |
Subject: | PPP | Monte-carlo | Unit root |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | F30 - International Finance. General ; F40 - Macroeconomic Aspects of International Trade and Finance. General ; C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling |
Source: |
-
PPP May not Hold Afterall: A Further Investigation
Ng, Serena, (2002)
-
A Note on the Selection of Time Series Models
Ng, Serena, (2001)
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Forecasting Dynamic Time Series in the Presence of Deterministic Components
Ng, Serena, (1999)
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A note on the selection of time series models
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Lag length selection and the construction of unit root tests with good size and power
Ng, Serena, (2001)
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The exact error in estimating the spectral density at the origin
Ng, Serena, (1995)
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