Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate

B-Tier
Journal: Journal of International Money and Finance
Year: 2001
Volume: 20
Issue: 5
Pages: 639-657

Authors (2)

Caner, M. (North Carolina State Universit...) Kilian, L. (Federal Reserve Bank of Dallas)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jimfin:v:20:y:2001:i:5:p:639-657
Journal Field
International
Author Count
2
Added to Database
2026-01-25