Reducing the size distortions of the panel LM test for cointegration (Q1929061)
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scientific article; zbMATH DE number 6122289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing the size distortions of the panel LM test for cointegration |
scientific article; zbMATH DE number 6122289 |
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Reducing the size distortions of the panel LM test for cointegration (English)
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7 January 2013
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panel cointegration
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size distortion
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bonferroni inequality
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