Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis
Year of publication: |
2012-10-31
|
---|---|
Authors: | Månsson, Kristofer ; Shukur, Ghazi ; Sjölander, Pär |
Institutions: | Handelns Utredningsinstitut (HUI Research) |
Subject: | Panel Cointegration | Error Correction | Fisher Hypothesis | Multivariate Tests | Size and Power |
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