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Mean reversion in real exchange rates

โœ Scribed by Yin-Wong Cheung; Kon S. Lai

Book ID
116101829
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
442 KB
Volume
46
Category
Article
ISSN
0165-1765

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## Abstract Unit root tests, seeking mean or trend reversion, are frequently applied to panel data. We show that more powerful variants of commonly applied tests are readily available. Moreover, power gains persist when the modifications are applied to bootstrap procedures that may be employed when