A guide to the computation of stationarity tests

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dc.contributor.author Carrion, J.L.
dc.contributor.author Sansó, A.
dc.date.accessioned 2020-04-22T06:40:20Z
dc.identifier.uri http://hdl.handle.net/11201/152082
dc.description.abstract [eng] In this paper we compare ways of computing stationarity tests. We show that whereas some of the procedures recommended lead to inconsistency of the tests, it is still possible to compute a test with good properties in finite sample in terms of empirical size and power. The guidance suggested in the paper is illustrated by testing for the purchasing power parity hypothesis in some developed countries.
dc.format application/pdf
dc.relation.isformatof Versió postprint del document publicat a: https://doi.org/10.1007/s00181-005-0023-8
dc.relation.ispartof Empirical Economics, 2006, vol. 31, p. 433-448
dc.subject.classification 33 - Economia
dc.subject.other 33 - Economics. Economic science
dc.title A guide to the computation of stationarity tests
dc.type info:eu-repo/semantics/article
dc.type info:eu-repo/semantics/acceptedVersion
dc.date.updated 2020-04-22T06:40:20Z
dc.date.embargoEndDate info:eu-repo/date/embargoEnd/2026-12-31
dc.embargo 2026-12-31
dc.rights.accessRights info:eu-repo/semantics/embargoedAccess
dc.identifier.doi https://doi.org/10.1007/s00181-005-0023-8

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