Eklund, Bruno (contributor) - 2003 - [Elektronische Ressource]
, the necessary results for the asymptotic theory for testing H01 and H02
is derived. The least squares estimator bT =
b
1 … introduction to the PPP literature
In macroeconomic applications, and theory, the ability to be able to discriminate between … for dependent heteroge-
neous processes", Econometric Theory, 8, 489-500.
[11] Kapetanios, G., and Shin, Y. (2000 …