Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study
From MaRDI portal
Publication:4935521
DOI10.1080/01966324.1999.10737475zbMath0940.62078OpenAlexW2002045040WikidataQ58261714 ScholiaQ58261714MaRDI QIDQ4935521
Bangtian Chen, Suzanne K. McCoskey, Chihwa Kao
Publication date: 24 July 2000
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1999.10737475
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Estimating Long-Run Economic Equilibria
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Understanding spurious regressions in econometrics
- Exploiting cross-section variation for unit root inference in dynamic data
- Multiple Time Series Regression with Integrated Processes
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Time Series Regression with a Unit Root
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study
