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

Hyungsik 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)
Pages: 18 pages
Date: 2000
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Citations: View citations in EconPapers (4)

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Working Paper: The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:2000-03

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