Novel panel cointegration tests emending for cross-section dependence with N fixed
Year of publication: |
2013
|
---|---|
Authors: | Hadri, Kaddour ; Kurozumi, Eiji ; Rao, Yao |
Publisher: |
Tokyo : Graduate School of Economics, Hitotsubashi Univ. |
Subject: | Bias correction | Cointegration | Cross-section dependence | Dynamic ordinary least-squares | Functional central limit theorem | Panel cointegration | Systematischer Fehler | Bias | Kointegration | Kleinste-Quadrate-Methode | Least squares method | Zentraler Grenzwertsatz | Central limit theorem | Panel | Panel study |
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