Nonlinear error correction based cointegration test in panel data (Q1782283)
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scientific article; zbMATH DE number 6939374
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| English | Nonlinear error correction based cointegration test in panel data |
scientific article; zbMATH DE number 6939374 |
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Nonlinear error correction based cointegration test in panel data (English)
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20 September 2018
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nonlinear error correction model
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sieve bootstrap
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modified Wald test
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cross section dependency
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