Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Year of publication: |
2014
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Authors: | Tiwari, Aviral Kumar ; Shahbaz, Muhammad |
Published in: |
Economic change and restructuring : empirical and policy research on the transitional and emerging economies. - Dordrecht [u.a.] : Springer, ISSN 1573-9414, ZDB-ID 2246521-2. - Vol. 47.2014, 2, p. 117-133
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Subject: | PPP | Nonlinearity | Unit root | Threshold autoregressive (TAR) model | India | Kaufkraftparität | Purchasing power parity | Indien | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Kointegration | Cointegration | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
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