Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
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Publication:5263976
DOI10.1080/02331888.2013.874426zbMath1367.62147OpenAlexW2077256899MaRDI QIDQ5263976
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2013.874426
panel datacross-sectional dependencestationary bootstrappingcointegration testseemingly unrelated regression estimator
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Cites Work
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