Cointegration vector estimation by DOLS for a three-dimensional panel

DOI10.15446/RCE.V38N1.48801zbMATH Open1436.62329OpenAlexW2060585447MaRDI QIDQ5114024FDOQ5114024

Authors: Luis Fernando Melo-Velandia, John Jairo León, Dagoberto Saboyá 

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v38n1.48801

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zbMATH Keywords

panel datacointegrationmultidimensional

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (1)

• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

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