Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142)

DOI10.1111/j.1368-423X.2010.00327.xzbMath1270.62156OpenAlexW1564771314MaRDI QIDQ5965850

Deniz Dilan Karaman Örsal, Bernd Droge

Publication date: 27 July 2011

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00327.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Panel cointegration testing in the presence of a time trend

Cites Work

• On matrix trace inequalities and related topics for products of Hermitian matrices
• Likelihood‐based cointegration tests in heterogeneous panels
• Approximation Theorems of Mathematical Statistics
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• On Moments of the Inverted Wishart Distribution
• Unnamed Item
• Unnamed Item

This page was built for publication: Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142)