Panel cointegration rank testing with cross-section dependence
Josep Lluis Carrion-i-Silvestre; Laura Surdeanu
| Year of publication: |
2011
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|---|---|
| Authors: | Carrion i Silvestre, Josep Lluís ; Surdeanu, Laura |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 15.2011, 4, p. 1-41
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Panel | Panel study | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009521856