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Statistics / Time series analysis / Statistical tests / Statistical theory / Statistical inference / Unit root / Error correction model / Cointegration / Augmented DickeyFuller test / DickeyFuller test / KPSS test / PhillipsPerron test
Date: 2000-12-19 20:03:52
Statistics
Time series analysis
Statistical tests
Statistical theory
Statistical inference
Unit root
Error correction model
Cointegration
Augmented DickeyFuller test
DickeyFuller test
KPSS test
PhillipsPerron test

Journal of International Economics–273 www.elsevier.nl / locate / econbase Long-run PPP may not hold after all Charles Engel* Department of Economics, University of Washington and NBER, Box, Seattl

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