Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices

Journal of Applied Econometrics

Volumn 22, Issue 2, 2007, Pages 233-264

  Choi, In ^a   Chue, Timothy K ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248176397     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.920     Document Type: Article

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