Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66029
Full metadata record
DC FieldValueLanguage
dc.contributor.authorHeinen, Florianen_US
dc.date.accessioned2011-05-26en_US
dc.date.accessioned2012-11-06T15:27:32Z-
dc.date.available2012-11-06T15:27:32Z-
dc.date.issued2011en_US
dc.identifier.urihttp://hdl.handle.net/10419/66029-
dc.description.abstractWe 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.isoengen_US
dc.publisher|aWirtschaftswiss. Fak., Leibniz Univ. |cHannoveren_US
dc.relation.ispartofseries|aDiscussion Paper, Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |x471en_US
dc.subject.jelC12en_US
dc.subject.jelC22en_US
dc.subject.jelF31en_US
dc.subject.ddc330en_US
dc.subject.keywordUnit rootsen_US
dc.subject.keywordMisspecificationen_US
dc.subject.keywordNonlinear data transformationen_US
dc.subject.keywordPurchasing Power Parityen_US
dc.subject.stwKaufkraftparitäten_US
dc.subject.stwKointegrationen_US
dc.subject.stwModellierungen_US
dc.subject.stwTheorieen_US
dc.titleA note on testing for purchasing power parityen_US
dc.typeWorking Paperen_US
dc.identifier.ppn660708973en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

Files in This Item:
File
Size
371.39 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.