Pairwise Tests of Purchasing Power Parity (Q3182770): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Efficient Tests for an Autoregressive Unit Root
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+Global and National Macroeconometric Modelling
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+Testing for a unit root in the nonlinear STAR framework
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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+Testing for a unit root in panels with dynamic factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+A pair-wise approach to testing for output and growth convergence
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+Pairwise Tests of Purchasing Power Parity
@@ Property / cites work: Pairwise Tests of Purchasing Power Parity / rank @@
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+Publication:3182770