Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415): Difference between revisions
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| Property / DOI: 10.1016/j.econlet.2010.11.026 / rank | |||
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| Property / cites work: Useful matrix transformations for panel data analysis: a survey / rank | |||
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| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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| Property / cites work: Spurious regression and residual-based tests for cointegration in panel data / rank | |||
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| Property / cites work: PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS / rank | |||
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| Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank | |||
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| Property / DOI: 10.1016/J.ECONLET.2010.11.026 / rank | |||
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Latest revision as of 20:36, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Demeaning the data in panel-cointegration models to control for cross-sectional dependencies |
scientific article |
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Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (English)
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29 April 2011
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panel-cointegration
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cross-sectional dependence
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demeaning
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