Revisiting purchasing power parity in BRICS countries using more powerful quantile unit-root tests with stationary covariates

DOI10.1080/03610926.2016.1228968zbMath1380.62267OpenAlexW2527913002MaRDI QIDQ4598597

Tsangyao Chang, Zhijie Liu, Hongfeng Peng

Publication date: 15 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1228968

zbMATH Keywords

purchasing power paritystationary covariatesBRICS countriesquantile unit-root test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

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