An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Tolga Omay, Asli Yuksel, Aydin Yuksel
| Year of publication: |
March 2015
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|---|---|
| Authors: | Omay, Tolga ; Yüksel, Aslı ; Yüksel, Aydın |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 35.2015, p. 18-29
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| Subject: | Fisher hypothesis | Linear and nonlinear panel cointegration | Cross-section dependence | Common correlated effects | Bootstrap | Kointegration | Cointegration | Panel | Panel study | Korrelation | Correlation | Fisher-Effekt | Fisher effect | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2014.12.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474678