The performance of panel cointegration methods : results from a large scale simulation study
Martin Wagner; Jaroslava Hlouskova
| Year of publication: |
2007
|
|---|---|
| Authors: | Wagner, Martin ; Hlouskova, Jaroslava |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Panel | Panel study | Simulation | Kointegration | Cointegration | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Theorie | Theory | Panelanalyse |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 45 S. graph. Darst. |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 210 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ihs.ac.at/publications/eco/es-210.pdf |
| Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003510803