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Purchasing power parity : nonlinear threshold unit root test for transition countries
Liu, Siyue; Zhang, Dongxiang; Chang, Tsangyao - In: Applied economics letters 19 (2012) 16/18, pp. 1781-1785
Persistent link: https://www.econbiz.de/10009684887
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Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue; Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i - In: Applied economics letters 19 (2012) 4/6, pp. 569-573
Persistent link: https://www.econbiz.de/10009630671