Spurious regression and residual-based tests for cointegration in panel data (Q1305656)
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scientific article; zbMATH DE number 1342883
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| English | Spurious regression and residual-based tests for cointegration in panel data |
scientific article; zbMATH DE number 1342883 |
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Spurious regression and residual-based tests for cointegration in panel data (English)
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1999
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Panel data
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Spurious regression
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LSDV
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Sequential limit theory
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Residual-based tests
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ADF
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DF
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0.8738178014755249
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0.847281277179718
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0.845258355140686
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