Comparison of the Power in Univariate and Covariate Unit Root Tests－Re-examining the Purchasing Power Parity
碩士 === 國立屏東商業技術學院 === 國際企業所 === 95 === The Purchasing Power Parity (PPP) has a big influence on constructing International Economics theories. In the past, studies which examine the PPP applying traditional univariate unit root test to real foreign exchange rate. However, the low power and size di...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/96477538867762598748 |