Purchasing power parity analyzed through a continuous-time version of the ESTAR model
type: Item
instance of: scholarly article
title: Purchasing power parity analyzed through a continuous-time version of the ESTAR model
zbMATH Open document ID: 1210.91104
author: João Nicolau
published in: Economics Letters
publication date: 2011-04-29T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B60
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5882461
zbMATH Keywords: PPP
zbMATH Keywords: mean reversion
zbMATH Keywords: stochastic differential equation
describes a project that uses: ESTAR
MaRDI profile type: Publication
full work available at URL: j.econlet.2010.11.012
OpenAlex ID: W1971446254
cites work: Q4397010
cites work: Q3923307
cites work: ARCH models as diffusion approximations
cites work: A new technique for simulating the likelihood of stochastic differential equations
cites work: On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
cites work: Q4693173
DOI: 10.1016/J.ECONLET.2010.11.012
description: scientific article; zbMATH DE number 5882461