The performance of panel cointegration methods: results from a large scale simulation study (Q3557577)
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scientific article; zbMATH DE number 5700396
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| English | The performance of panel cointegration methods: results from a large scale simulation study |
scientific article; zbMATH DE number 5700396 |
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The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (English)
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23 April 2010
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cross-sectional dependence
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estimator
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panel cointegration
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simulation study
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test
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0.829044759273529
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0.8178048729896545
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0.8111093640327454
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0.8026441335678101
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0.7975431680679321
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