Panel data methods that account for cross-sectional dependence in investigating the long-run theory of purchasing power parity for 16 developed countries
Author(s) -
Niri Martha Choji,
Siok Kun Sek
Publication year - 2022
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0092679
Subject(s) - purchasing power parity , cointegration , econometrics , estimator , economics , unit root , panel data , unit root test , depreciation (economics) , exchange rate , statistics , mathematics , macroeconomics , microeconomics , profit (economics) , capital formation , financial capital
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