Spurious regression and residual-based tests for cointegration in panel data
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Publication:1305656
DOI10.1016/S0304-4076(98)00023-2zbMath1070.62527OpenAlexW2125331782MaRDI QIDQ1305656
Publication date: 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00023-2
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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