Temporal aggregation of an estar process: Some implications for purchasing power parity adjustment

  1. Paya, I.
  2. Peel, D.A.
Revue:
Journal of Applied Econometrics

ISSN: 0883-7252 1099-1255

Année de publication: 2006

Volumen: 21

Número: 5

Pages: 655-668

Type: Révision

DOI: 10.1002/JAE.860 GOOGLE SCHOLAR