Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Jean-Pierre Urbain and Joakim Westerlund
| Year of publication: |
2011
|
|---|---|
| Authors: | Urbain, Jean-Pierre ; Westerlund, Joakim |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 73.2011, 1, p. 119-139
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| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Panel | Panel study | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
| 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/10009011869