Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
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- Omer, Muhammad & de Haan, Jakob & Scholtens, Bert, 2013.
"Does Uncovered Interest rate Parity Hold After All?,"
47572, University Library of Munich, Germany.
- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013. "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series 57, State Bank of Pakistan, Research Department.
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KeywordsSeemingly unrelated regressions; Efficient estimation; Purchasing power parity; Minimum distance;
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