IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846)
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scientific article; zbMATH DE number 6411202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE |
scientific article; zbMATH DE number 6411202 |
Statements
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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