Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "parité des pouvoirs d'achat"
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The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
(Université de Montréal. Département de sciences économiques., 2000)This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized ...