Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976)
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scientific article; zbMATH DE number 6460258
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stationary bootstrapping for panel cointegration tests under cross-sectional dependence |
scientific article; zbMATH DE number 6460258 |
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Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (English)
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20 July 2015
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cointegration test
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cross-sectional dependence
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panel data
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seemingly unrelated regression estimator
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stationary bootstrapping
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0.8902376890182495
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0.8631847500801086
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0.8567911982536316
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0.8567274808883667
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0.8518179059028625
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