Reducing the size distortions of the panel LM test for cointegration
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Publication:1929061
DOI10.1016/j.econlet.2005.09.002zbMath1255.62388MaRDI QIDQ1929061
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.09.002
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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