Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jushan ; Josep Lluís Carrion‐i‐Silvestre |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 2, p. 222-249
|
| Publisher: |
Royal Economic Society - RES |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011005105