Pairwise Tests of Purchasing Power Parity

DOI10.1080/07474930802473702zbMath1172.62038OpenAlexW2096198333MaRDI QIDQ3182770

Takashi Yamagata, Lyudmyla Hvozdyk, Ron Smith, M. Hashem Pesaran

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

zbMATH Keywords

panel datapurchasing power paritycross-section dependencebootstrap estimatescross-ratespairwise approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)

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Pairwise Tests of Purchasing Power Parity

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