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Volumn 11, Issue 3, 2004, Pages 163-166

PPP tests in cointegrated panels: Evidence from Asian developing countries

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; DEVELOPING WORLD; PURCHASING POWER PARITY;

EID: 31744436872     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/1350485042000203788     Document Type: Article
Times cited : (39)

References (12)
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  • 4
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inferences on cointegration - With applications to the demand for money
    • Johansen S., Juselius K. Maximum likelihood estimation and inferences on cointegration - with applications to the demand for money Oxford Bulletin of Economics and Statistics 1990; 52: 169-210
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 5
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    • Unit root tests in panel data: Asymptotic and finite sample properties
    • Discussion paper no. 92-93
    • Levin A., Lin C. F. Unit root tests in panel data: Asymptotic and finite sample properties 1992; Discussion paper no. 92-93
    • (1992)
    • Levin, A.1    Lin, C.F.2
  • 6
    • 0004003256 scopus 로고    scopus 로고
    • A computationally simple cointegration vector estimator for panel data
    • Manuscript
    • Mark N., Sul D. A computationally simple cointegration vector estimator for panel data, Manuscript 1999
    • (1999)
    • Mark, N.1    Sul, D.2
  • 7
    • 0004196878 scopus 로고    scopus 로고
    • Fully modified OLS for heterogeneous cointegrated panels and the case of purchasing power parity
    • Working paper 96-020
    • Pedroni P. Fully modified OLS for heterogeneous cointegrated panels and the case of purchasing power parity 1996; Working paper 96-020
    • (1996)
    • Pedroni, P.1
  • 8
    • 0041110046 scopus 로고    scopus 로고
    • Critical values for cointegration tests in heterogeneous panels with multiple regressors
    • Pedroni P. Critical values for cointegration tests in heterogeneous panels with multiple regressors Oxford Bulletin of Economics and Statistics 1999; 61: 653-701
    • (1999) Oxford Bulletin of Economics and Statistics , vol.61 , pp. 653-701
    • Pedroni, P.1
  • 10
    • 0003565283 scopus 로고    scopus 로고
    • Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
    • Working Paper
    • Pedroni P. Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis 2001a; Working Paper
    • (2001)
    • Pedroni, P.1
  • 11
    • 0035601506 scopus 로고    scopus 로고
    • Purchasing power parity in cointegrated panels
    • Pedroni P. Purchasing power parity in cointegrated panels The Review of Economics and Statistics 2001b; 83: 727-31
    • (2001) The Review of Economics and Statistics , vol.83 , pp. 727-731
    • Pedroni, P.1
  • 12
    • 33746360966 scopus 로고    scopus 로고
    • Panel PPP tests with unknown cross-sectional dependence and heteroscedasticity
    • Unpublished manuscript
    • Qian H., Strauss J. Panel PPP tests with unknown cross-sectional dependence and heteroscedasticity 2001; Unpublished manuscript
    • (2001)
    • Qian, H.1    Strauss, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.