Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891)
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scientific article; zbMATH DE number 7484399
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| English | Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence |
scientific article; zbMATH DE number 7484399 |
Statements
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (English)
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4 March 2022
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common factors
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cross-sectional dependence
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likelihood-ratio
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panel cointegration rank test
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time trend
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0.9393835
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0.89936817
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0.8978996
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0.8963927
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0.8952065
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0.89171994
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0.89038324
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