Market integration, systemic risk and diagnostic tests in large mixed panels
Cindy S.H. Wang, Cheng Hsiao, and Hao-Hsiang Yang
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Cindy S. H. ; Hsiao, Cheng ; Yang, Hao-Hsiang |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 8, p. 750-795
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| Subject: | Autoregressive (AR) approximation | CD and Schott tests | cross-sectional dependence | diagnostic tests | market integration | systemic risk | Marktintegration | Market integration | Systemrisiko | Systemic risk | Statistischer Test | Statistical test | Panel | Panel study | Schätzung | Estimation | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1889209 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624538