Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable
Year of publication: |
1997
|
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Authors: | Kao, Chihwa |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Mikroökonometrie | Microeconometrics | Kointegration | Cointegration | Panel | Panel study | Regressionsanalyse | Regression analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1996 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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