Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
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- Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June.
References listed on IDEAS
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-07-18 (All new papers)
- NEP-ECM-2004-07-18 (Econometrics)
- NEP-ETS-2004-07-18 (Econometric Time Series)
- NEP-IFN-2004-07-18 (International Finance)
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