Nonstationarity and level shifts with an application to purchasing power parity

Journal of Business and Economic Statistics

Volumn 10, Issue 3, 1992, Pages 301-320

  Perron, Pierre ^a,b   Vogelsang, Timothy J ^a  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Deterministic trends; Hypothesis testing; Simulation experiment; Stochastic trends; Structural change

Indexed keywords

EID: 33646790699     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1992.10509907     Document Type: Article

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