Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship

Journal of Business and Economic Statistics

Volumn 22, Issue 4, 2004, Pages 382-395

  Bec, Frédérique ^a   Ben Salem, Mélika ^b   Carrasco, Marine ^c  

^a CREST   (France)

^b UNIVERSITÉ GUSTAVE EIFFEL   (France)

^c UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Mixing conditions; Real exchange rate; Threshold autoregressive process

Indexed keywords

EID: 7444232544     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000389     Document Type: Article

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