Testing weak exogeneity in cointegrated panels
Enrique Moral-Benito and Luis Servén
| Year of publication: |
2015
|
|---|---|
| Authors: | Moral-Benito, Enrique ; Servén, Luis |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 28/30, p. 3116-3228
|
| Subject: | panel data | cointegration | weak exogeneity | Monte Carlo methods | Kointegration | Cointegration | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | 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/10011289328