Testing for PPP: the erratic behaviour of unit root tests
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Publication:1927348
DOI10.1016/S0165-1765(03)00090-9zbMath1254.91569OpenAlexW2037757027MaRDI QIDQ1927348
Guglielmo Maria Caporale, Nikitas Pittis, Panayiotis Sakellis
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00090-9
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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