The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
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Publication:3557577
DOI10.1080/07474930903382182zbMath1270.62123OpenAlexW2041548299MaRDI QIDQ3557577
Jaroslava Hlouskova, Martin Wagner
Publication date: 23 April 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://irihs.ihs.ac.at/1771/1/es-210.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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