Re-examining the Fisher effect : an application of small sample distributions of the covariate unit root test
Ching-Chuan Tson and Cheng-Feng Lee
| Year of publication: |
2012
|
|---|---|
| Authors: | Tson, Ching-chuan ; Lee, Cheng-feng |
| Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 41.2012, 2, p. 189-207
|
| Subject: | Einheitswurzeltest | Unit root test | Fisher-Effekt | Fisher effect | Zins | Interest rate | Schätzung | Estimation | Schätztheorie | Estimation theory | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009570968