New panel unit root and cointegration tests of purchasing power parity
Purchasing Power parity PPP) is one of the most investigated topics in international finance. The empirical analysis on PPP in the 1980s and 1990s relied on univariate tests such as Dickey Fuller and Augmented Dickey Fuller and cointegration tests. The , empirical evidence from these methodologies s...
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London Metropolitan University
2003
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.426599 |