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Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach. (2006). Silvapulle, Param ; Kim, Jae ; Hyndman, Rob.
In: Monash Econometrics and Business Statistics Working Papers.
RePEc:msh:ebswps:2006-11.

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  1. Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries. (2015). Loukopoulos, Georgios ; Antonopoulos, Dimitrios .
    In: Business and Economic Research.
    RePEc:mth:ber888:v:5:y:2015:i:1:p:262-279.

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  2. Half-Life Deviations from PPP in the South African Development Community (SADC). (2009). GUPTA, RANGAN ; van Eyden, Renee ; Mokoena, Thabo m..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:9:y:2009:i:1_12.

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  3. A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle. (2007). Giles, David ; Chen, Qian.
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:0703.

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  4. International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market. (2007). Kim, Jae ; jayasuriya, sisira ; Kumar, Parmod.
    In: 106th Seminar, October 25-27, 2007, Montpellier, France.
    RePEc:ags:eaa106:7935.

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References

References cited by this document

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  24. The Review of Economics and Statistics 80, 218230. Kilian, L. and Zha, T. 2002. Quantifying the uncertainty about the half-life of deviation from PPP. Journal of Applied Econometrics 17, 107125.

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