A panel CUSUM test of the null of cointegration
Joakim Westerlund
| Year of publication: |
2005
|
|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 2, p. 231-262
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| Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Spillover-Effekt | Spillover effect | Forschung | Research | International | Produktivität | Productivity | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002693296