IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846): Difference between revisions
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Latest revision as of 16:14, 30 December 2024
scientific article; zbMATH DE number 6411202
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English | IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE |
scientific article; zbMATH DE number 6411202 |
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IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (English)
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4 March 2015
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heteroskedasticity
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dependent units
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cointegration
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instrumental variable
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