Panel Cointegration Rank Testing with Cross-Section Dependence

DOI10.2202/1558-3708.1825zbMath1506.62491OpenAlexW2158247723MaRDI QIDQ5881621

Josep Lluís Carrion-i-Silvestre, Unnamed Author

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1825

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

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