On the estimation and inference of a panel cointegration model with cross-sectional dependence
Jushan Bai and Chihwa Kao
| Year of publication: |
2006
|
|---|---|
| Authors: | Bai, Jushan ; Kao, Chihwa |
| Published in: |
Panel data econometrics : theoretical contributions and empirical applications. - Amsterdam : Elsevier, ISBN 978-0-444-52172-9. - 2006, p. 1-30
|
| Subject: | Panel | Panel study | Faktorenanalyse | Factor analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003331420