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Multivariate unit root tests of the PPP hypothesis

✍ Scribed by Renato Flôres; Philippe Jorion; Pierre-Yves Preumont; Ariane Szafarz

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

New panel unit root tests of PPP

✍ Jerry Coakley; Ana Marı́a Fuertes 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 59 KB

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✍ Guglielmo Maria Caporale; Nikitas Pittis; Panayiotis Sakellis 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 122 KB

Semiparametric Power Envelopes for Tests

✍ Michael Jansson 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB

SOME SIMPLE TESTS OF THE MOVING-AVERAGE

✍ Jorg Breitung 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 984 KB

Pure Significance Tests of the Unit Root

✍ ANDREW P. BLAKE; GEORGE KAPETANIOS 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

Testing the unit root hypothesis using g

✍ Giuseppe Cavaliere 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 584 KB