Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Jushan Bai and Josep Lluís Carrion-i-Silvestre
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jushan ; Carrion i Silvestre, Josep Lluís |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 2, p. 222-249
|
| Subject: | Kointegration | Cointegration | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation |
| 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/10009783333