Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894)
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scientific article; zbMATH DE number 7259158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normal tests for integration in panels with cross-dependent units |
scientific article; zbMATH DE number 7259158 |
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Asymptotic normal tests for integration in panels with cross-dependent units (English)
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12 October 2020
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heterogeneous panel
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cross-correlation
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augmented LM test
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SUR
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GLS
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0.87378585
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0.8731974
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0.87120926
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0.8710834
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0.8649843
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0.8638897
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0.86364925
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0.86281073
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0.86266625
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