Pairwise Tests of Purchasing Power Parity
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Publication:3182770
DOI10.1080/07474930802473702zbMath1172.62038MaRDI QIDQ3182770
M. Hashem Pesaran, Takashi Yamagata, Ron Smith, Lyudmyla Hvozdyk
Publication date: 16 October 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/1989/1/1989.pdf
panel data; purchasing power parity; cross-section dependence; bootstrap estimates; cross-rates; pairwise approach
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F03: Parametric hypothesis testing
91B84: Economic time series analysis
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Cites Work
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