Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity

Econometric Reviews

Volumn 23, Issue 4, 2004, Pages 293-323

  Moon, Hyungsik Roger ^a   Perron, Benoit ^b,c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b Canada H3A 2T7   (Canada)

^c UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Efficient estimation; Minimum distance; Purchasing power parity; Seemingly unrelated regressions

Indexed keywords

EID: 11344273827     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-200040777     Document Type: Article

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