Panels with non-stationary multifactor error structures
G. Kapetanios; M. Hashem Pesaran; T. Yamagata
| Year of publication: |
2011
|
|---|---|
| Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Yamagata, Takashi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 2, p. 326-348
|
| Subject: | Panel | Panel study | Theorie | Theory | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Fehler | Statistical error | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009242244