Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate

Mehmet Caner and Lutz Kilian

Journal of International Money and Finance, 2001, vol. 20, issue 5, 639-657

Date: 2001
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Related works:
Working Paper: Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate (2000)
Working Paper: Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:20:y:2001:i:5:p:639-657

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