Pages that link to "Item:Q5860891"
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The following pages link to Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891):
Displaying 7 items.
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Likelihood-based cointegration tests in heterogeneous panels (Q2772843) (← links)
- The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
- Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831) (← links)
- Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209) (← links)