Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Year of publication: |
March 2018
|
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Authors: | Omay, Tolga ; Emirmahmutoglu, Furkan ; Hasanov, Mübariz |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 12, p. 1289-1308
|
Subject: | Smooth break | nonlinear panel unit root | PPP | flexible Fourier form | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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