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Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate. (2000). Kilian, Lutz ; Caner, Mehmet.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:2425.

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Cited: 5

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  1. ARE EU BUDGET DEFICITS STATIONARY?. (2009). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Working Paper series.
    RePEc:rim:rimwps:17_09.

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  2. The process followed by PPP data. On the properties of linearity tests. (2005). Peel, David ; Paya, Ivan.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522.

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  3. Confidence Intervals for Half-Life Deviations From Purchasing Power Parity. (2005). Rossi, Barbara.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:23:y:2005:p:432-442.

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  4. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125.

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  5. A New Look at Panel Testing of Stationarity and the PPP Hypothesis. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:518.

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References

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