Spurious regression and residual-based tests for cointegration in panel data (Q1305656): Difference between revisions
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Revision as of 02:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious regression and residual-based tests for cointegration in panel data |
scientific article |
Statements
Spurious regression and residual-based tests for cointegration in panel data (English)
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1999
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Panel data
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Spurious regression
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LSDV
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Sequential limit theory
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Residual-based tests
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ADF
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DF
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