Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Richard Olaolu Olayeni, Aviral Kumar Tiwari and Mark E. Wohar
| Year of publication: |
2021
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|---|---|
| Authors: | Olayeni, Richard Olaolu ; Tiwari, Aviral Kumar ; Wohar, Mark E. |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 6, p. 482-486
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| Subject: | cross-sectional dependency | Feldstein-Horioka | panel data | smooth structural breaks | Panel | Panel study | Kointegration | Cointegration | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1761526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485054