The effects of cross-section dimension \(n\) in panel co-integration test

DOI10.1016/j.cnsns.2009.05.001zbMath1221.62124MaRDI QIDQ718202

Yi Hu, Xiaohua Xia, Meijin Wang, Zhan-Ming Chen

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2009.05.001

zbMATH Keywords

panel unit test

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M07: Non-Markovian processes: hypothesis testing

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Higher order mean squared error of generalized method of moments estimators for nonlinear models

Cites Work

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