Panel cointegration with global stochastic trends (Q302100): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0805.1768 / rank | |||
Normal rank |
Revision as of 13:19, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Panel cointegration with global stochastic trends |
scientific article |
Statements
Panel cointegration with global stochastic trends (English)
0 references
4 July 2016
0 references
panel data
0 references
common shocks
0 references
co-movements
0 references
cross-sectional dependence
0 references
factor analysis
0 references
fully-modified estimator
0 references