Inferential theory for heterogeneity and cointegration in large panels (Q2224989)
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scientific article; zbMATH DE number 7306283
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| default for all languages | No label defined |
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| English | Inferential theory for heterogeneity and cointegration in large panels |
scientific article; zbMATH DE number 7306283 |
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Inferential theory for heterogeneity and cointegration in large panels (English)
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4 February 2021
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large panels
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heterogeneity
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cointegration
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spurious regression
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method of moments
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0.8123675584793091
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0.8108141422271729
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0.8089813590049744
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0.7997523546218872
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