On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea

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On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea

Much interest has been paid recently to the nonlinear cointegrating relations existing among economic variables. Various testing procedures are already available to test for the existence of nonlinear cointegration. For example, Breitung (2001) proposes rank tests and his testing procedure has been...

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Bibliographic Details
Main Authors:	Liew, Venus Khim-Sen, Ling, Tai-Hu, Chia, Ricky Chee-Jiun, Yoon, Gawon
Format:	Article
Language:	English
Published:	North-Holland 2012
Subjects:	H Social Sciences (General)
Online Access:	http://ir.unimas.my/id/eprint/18003/ http://ir.unimas.my/id/eprint/18003/1/S0264999311002550

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