Residual based tests for cointegration in dependent panels
Yoosoon Chang; Chi Mai Nguyen
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Yoosoon ; Nguyen, Chi Mai |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 168.2012, 2, p. 504-520
|
| Subject: | Kointegration | Cointegration | Panel | Panel study | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| 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/10009614609