Testing for PPP: the erratic behaviour of unit root tests
type: Item
instance of: scholarly article
title: Testing for PPP: the erratic behaviour of unit root tests
zbMATH Open document ID: 1254.91569
DOI: 10.1016/S0165-1765(03)00090-9
author: Guglielmo Maria Caporale
author: Nikitas Pittis
author: Panayiotis Sakellis
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6120097
zbMATH Keywords: purchasing power parity (PPP)
zbMATH Keywords: real exchange rate
zbMATH Keywords: unit roots
zbMATH Keywords: stationarity
zbMATH Keywords: parameter instability
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Conditional Heteroscedastic Time Series Models
full work available at URL: s0165-1765(03)00090-9
OpenAlex ID: W2037757027
description: scientific article; zbMATH DE number 6120097