Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference (Q6176093)
From MaRDI portal
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)
0 references
25 July 2023
0 references
cointegrating polynomial regression
0 references
cross-section dependence
0 references
drift
0 references
fully modified OLS
0 references
group-mean estimation
0 references
panel data
0 references
0 references