Cointegration vector estimation by DOLS for a three-dimensional panel

DOI10.15446/RCE.V38N1.48801MaRDI QIDQ5114024zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

panel datacointegrationmultidimensional

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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