Purchasing power parity analyzed through a continuous-time version of the ESTAR model (Q531392): Difference between revisions
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Property / DOI: 10.1016/j.econlet.2010.11.012 / rank | |||
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Property / cites work: On the speed of adjustment in ESTAR models when allowance is made for bias in estimation / rank | |||
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Latest revision as of 20:36, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Purchasing power parity analyzed through a continuous-time version of the ESTAR model |
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Purchasing power parity analyzed through a continuous-time version of the ESTAR model (English)
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29 April 2011
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PPP
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mean reversion
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stochastic differential equation
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