Likelihood-based cointegration tests in heterogeneous panels
Rolf Larsson, Johan Lyhagen and Mickael Löthgren
| Year of publication: |
2001
|
|---|---|
| Authors: | Larsson, Rolf ; Lyhagen, Johan ; Löthgren, Mickael |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 1, p. 109-142
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Panel | Panel study | Theorie | Theory | Privater Konsum | Private consumption | Schätzung | Estimation | OECD-Staaten | OECD countries | 1960-1994 |