Likelihood‐based cointegration tests in heterogeneous panels (Q2772843)

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Likelihood‐based cointegration tests in heterogeneous panels
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    title
    Likelihood‐based cointegration tests in heterogeneous panels (English)
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    author
    Rolf Larsson
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    Mickael Löthgren
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    Johan Lyhagen
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    publication date
    11 April 2002
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62E20
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    62H15
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    zbMATH DE Number
    1708311
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    zbMATH Keywords
    panel data
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    cointegration
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    consumption model
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    tables
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