Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities

DOI10.2202/1941-1928.1000zbMath1266.91062OpenAlexW2036787798MaRDI QIDQ4928510

Syed A. Basher, Josep Lluís Carrion-i-Silvestre

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1000

zbMATH Keywords

panel datacross-section dependencemultiple structural breakspairwise analysisprice level convergence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

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