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Maximum likelihood estimation
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Multivariate unit root testing
1
PPP
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Real exchange rates
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high frequency data
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unit root testing
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Franses, Ph.H.B.F.
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Groen, J.J.J.
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Rodrigues, P.M.M.
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Erasmus University Rotterdam, Econometric Institute
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A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, P.M.M.
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2003
In this paper we introduce a sequential seasonal
unit
root
testing
approach which explicitly addresses its application …
Persistent link: https://www.econbiz.de/10008584800
Saved in:
2
New multi-country evidence on purchasing power parity: multivariate unit root test results
Groen, J.J.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2000
In this paper a likelihood-based multivariate
unit
root
testing
framework is utilized to test whether the real exchange …
Persistent link: https://www.econbiz.de/10008527615
Saved in:
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