Novel panel cointegration tests emending for cross-section dependence with N fixed
Kaddour Hadri, Eiji Kurozumi and Yao Rao
| Year of publication: |
October 2015
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|---|---|
| Authors: | Hadri, Kaddour ; Kurozumi, Eiji ; Rao, Yao |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 3, p. 363-411
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011473812