The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity

Hyungsik Roger Moon () and Benoit Perron ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Abstract: This paper studies seemingly unrelated linear models with integrated regressors and stationary errors.

Keywords: REGRESSION ANALYSIS; EVALUATION; ECONOIC MODELS (search for similar items in EconPapers)
JEL-codes: C10 C13 C14 (search for similar items in EconPapers)
Date: 2000

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this paper

More papers in Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ
Contact information at EDIRC.
Series data maintained by Sharon BREWER ().