ID | 332814 |
Title Proper | Testing for purchasing power parity in cointegrated panels. |
Language | ENG |
Author | Carlsson, Mikael, etc. ; Lyhagen, Johan. ; Osterholm, Par |
`In' analytical Note | In Herrero, Alica Garcia. & Vazquez, Francisco.: International diversification gains and home bias in banking.. Washington. World Bank, 2007.--(IMFWP/07/281) |
Journal Source | In Herrero, Alica Garcia. & Vazquez, Francisco.: International diversification gains and home bias in banking.. Washington. World Bank, 2007.--(IMFWP/07/281)
|
Classification Number | IMF |
Key Words | Maximum likelihood ; Panel co-integration ; Fully modified OLS ; Dynamic OLS |