Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference (Q6176093)
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scientific article; zbMATH DE number 7716559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference |
scientific article; zbMATH DE number 7716559 |
Statements
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference (English)
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25 July 2023
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cointegrating polynomial regression
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cross-section dependence
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drift
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fully modified OLS
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group-mean estimation
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panel data
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