IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846): Difference between revisions

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Revision as of 19:07, 5 March 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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