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Leibniz Universität Hannover >
Wirtschaftswissenschaftliche Fakultät, Universität Hannover >
Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Universität Hannover >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/66029
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Heinen, Florian | | en_US |
| dc.date.accessioned | | 2011-05-26 | | en_US |
| dc.date.accessioned | | 2012-11-06T15:27:32Z | | - |
| dc.date.available | | 2012-11-06T15:27:32Z | | - |
| dc.date.issued | | 2011 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/66029 | | - |
| dc.description.abstract | | We examine the asymptotic behavior of unit root tests against nonlinear alternatives of the exponential smooth transition type if the data is erroneously nonlinearly transformed. We show analytically and by a Monte Carlo study that the probability of rejecting the correct null of a random walk depends heavily on the type of data transformation. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Wirtschaftswiss. Fak., Leibniz Univ. Hannover | | en_US |
| dc.relation.ispartofseries | | Discussion Paper, Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 471 | | en_US |
| dc.subject.jel | | C12 | | en_US |
| dc.subject.jel | | C22 | | en_US |
| dc.subject.jel | | F31 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Unit roots | | en_US |
| dc.subject.keyword | | Misspecification | | en_US |
| dc.subject.keyword | | Nonlinear data transformation | | en_US |
| dc.subject.keyword | | Purchasing Power Parity | | en_US |
| dc.subject.stw | | Kaufkraftparität | | en_US |
| dc.subject.stw | | Kointegration | | en_US |
| dc.subject.stw | | Modellierung | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | A note on testing for purchasing power parity | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 660708973 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Universität Hannover
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