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Nonstationarity and Level Shifts with an Application to Purchasing Power Parity

Pierre Perrón, Timothy J. Vogelsang
DOI: 10.2307/1391544
Journal of Business and Economic Statistics

Data up to Jan 2025

Published1992
Citations382
References0
Fields
EconomicsMathematicsPhysicsEconometricsStatisticsDemographic economics

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