An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
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 |
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