Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis

DOI10.1080/03610918.2015.1011332zbMATH Open1422.62198OpenAlexW1539827680MaRDI QIDQ5267868FDOQ5267868

Pär Sjölander, Ghazi Shukur, Kristofer Mansson

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1011332

zbMATH Keywords

powersizewhite noiseerror correctionpanel cointegrationmultivariate testsFisher hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) White noise theory (60H40)

This page was built for publication: Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267868)