A guide to the computation of stationarity tests

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