Intersection tests for the cointegrating rank in dependent panel data (Q5088013)
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scientific article; zbMATH DE number 7552631
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| English | Intersection tests for the cointegrating rank in dependent panel data |
scientific article; zbMATH DE number 7552631 |
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Intersection tests for the cointegrating rank in dependent panel data (English)
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4 July 2022
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common factors
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cross-sectional dependence
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likelihood-ratio
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multiple testing
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panel cointegration rank test
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