The performance of panel cointegration methods : results from a large scale simulation study
Year of publication: |
2007
|
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Authors: | Wagner, Martin ; Hlouskova, Jaroslava |
Publisher: |
Wien : Institut f. Höhere Studien |
Subject: | Kointegration | Panelanalyse | Methode | Simulation |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 45 S. : graph. Darst. |
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Series: | Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien. - Wien : IHS, ISSN 1605-7996. - Vol. 210 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Volkswirtschaft |
Source: |
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Comparison of panel cointegration tests
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Analyse ökonomischer Modelle mit Methoden des Qualitative Reasoning
Steinmann, Christian, (1998)
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Complexity and Artificial Markets
Schredelseker, Klaus, (2008)
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The performance of panel cointegration methods: Results from a large scale simulation study
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Growth regressions, principal components and frequentist model averaging
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Finite sample correction factors for panel cointegration tests
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