Panels with nonstationary multifactor error structures
Year of publication: |
2006
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Authors: | Kapetanios, George ; Pesaran, Mohammad Hashem ; Yamagata, Takashi |
Publisher: |
Bonn : Institute for the Study of Labor (IZA) |
Subject: | cross section dependence | large panels , unit roots | principal components | common correlated effects |
Series: | IZA Discussion Papers ; 2243 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 51578544X [GVK] hdl:10419/33763 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C33 - Models with Panel Data |
Source: |
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Kapetanios, George, (2005)
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Panels with Nonstationary Multifactor Error Structures
Kapetanios, George, (2006)
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