Title of article
Short-memory and the PPP hypothesis
Author/Authors
Mahmoud A. El-Gamal، نويسنده , , Deockhyun Ryu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
31
From page
361
To page
391
Keywords
PPP-puzzle , half-life , SMD , SMM , f-mixing , Persistence measures , Cross-validation , Markov models , Nonparametric time series analysis
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238890
Link To Document