Rank based cointegration testing for dynamic panels with fixed T
Year of publication: |
September 2018
|
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Authors: | Juodis, Artūras |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 2, p. 349-389
|
Subject: | Dynamic panel data | Panel VAR | Cointegration | Fixed T consistency | Panel | Panel study | Kointegration | VAR-Modell | VAR model | Theorie | Theory | Momentenmethode | Method of moments | Ranking-Verfahren | Ranking method | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
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