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~institution:"Granger Centre for Time Series Econometrics, School of Economics"
~institution:"Johns Hopkins University / Department of Economics"
~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Unit root test
9
asymptotic power
3
trend uncertainty
3
union of rejections decision rule
3
Cointegration
2
Estimation
2
Industrialized countries
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Industrieländer
2
Kaufkraftparität
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Kointegration
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Schätzung
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adaptive critical values
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asymptotic local power
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initial condition
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local trend break
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union of rejections
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1973-1997
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Decomposition method
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Theorie
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asymtotic power
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Ng, Serena
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Granger Centre for Time Series Econometrics, School of Economics
Johns Hopkins University / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Queen Mary College / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Loughborough University / Department of Economics
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National Bureau of Economic Research
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PPP may not hold afterall : a further investigation
Ng, Serena
(
contributor
);
Perron, Pierre
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650959
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2
A panic attack on unit roots and cointegration
Bai, Jushan
(
contributor
);
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650976
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3
A new look at panel testing of stationarity and the PPP hypothesis
Bai, Jushan
(
contributor
);
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650998
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