Testing linearity in cointegrating relations with an application to purchasing power parity
Year of publication: |
2010
|
---|---|
Authors: | Hong, Seung Hyun ; Phillips, Peter C. B. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 1, p. 96-114
|
Subject: | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | OECD-Staaten | OECD countries |
-
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun, (2005)
-
Are there non-linearities in real exchange rate behavior? : the case of less developed countries
Holmes, Mark J., (2006)
-
Are there non-linearities in real exchange rate behavior? : The case of less developed countries
Holmes, Mark J., (2008)
- More ...
-
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun, (2005)
-
Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity
Hong, Seung Hyun, (2005)
-
Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
Hong, Seung Hyun, (2010)
- More ...