Convergence of prices and rates of in‡ation Fabio Busetti, Silvia Fabianiy, Andrew Harveyz May 18, 2006 Abstract We consider how unit root and stationarity tests can be used to study - Unit process - Document - PDFSEARCH.IO

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	Convergence of prices and rates of in‡ation Fabio Busetti, Silvia Fabianiy, Andrew Harveyz May 18, 2006 Abstract We consider how unit root and stationarity tests can be used to study Add to Reading List Document Date: 2012-05-28 09:15:15 Open Document File Size: 201,11 KB Share Result on Facebook City Aosta / Florence / / Country United States / / / Facility Cambridge University / / IndustryTerm proportional law / / MarketIndex Consumer Price / / Organization Cambridge University / Bank of Italy / Faculty of Economics / Research Department / / Person Silvia Fabianiy / Fabio Busetti / / Position researcher / / Technology ISP / simulation / / SocialTag Hypothesis testing Econometrics Design of experiments Stationary process Unit root Statistical hypothesis testing Augmented Dickey–Fuller test Dickey–Fuller test F-test Statistics

Convergence of prices and rates of in‡ation Fabio Busetti, Silvia Fabianiy, Andrew Harveyz May 18, 2006 Abstract We consider how unit root and stationarity tests can be used to studyAdd to Reading List