Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Year of publication: |
2000
|
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Authors: | Caner, Mehmet |
Other Persons: | Kilian, Lutz (contributor) |
Institutions: | Centre for Economic Policy Research (contributor) |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Kaufkraftparität | Purchasing power parity | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Theorie | Theory | Schätzung | Estimation | OECD-Staaten | OECD countries | Public Private Partnership | 1973-1997 |
Extent: | 24 S. |
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Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 2425 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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