Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?

Author: Caporale Guglielmo Maria   Gregoriou Andros  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.16, Iss.3, 2009-02, pp. : 223-226

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Abstract