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Frequency domain tests for residual serial correlation in cointegration
Choi, In - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 549-562
Persistent link: https://www.econbiz.de/10001234613
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Cointegration vector estimation by panel DOLS and long-run money demand
Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 655-680
Persistent link: https://www.econbiz.de/10001839670
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Bias reduction in dynamic panel data models by common recursive mean adjustment
Choi, Chi-young; Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 72 (2010) 5, pp. 567-599
Persistent link: https://www.econbiz.de/10008652089
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Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions
Choi, In; Mark, Nelson - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 549
Persistent link: https://www.econbiz.de/10006471474
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Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand
Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 655
Persistent link: https://www.econbiz.de/10006432015
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Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment*
Choi, Chi‐Young; Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 72 (2010) 5, pp. 567-600
Persistent link: https://www.econbiz.de/10008451182