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Cross-sectional correlation robust tests for panel cointegration - MaRDI portal

Cross-sectional correlation robust tests for panel cointegration (Q3184499)

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Cross-sectional correlation robust tests for panel cointegration
scientific article

    Statements

    title
    Cross-sectional correlation robust tests for panel cointegration (English)
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    author
    Christoph Hanck
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    publication date
    21 October 2009
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    zbMATH Keywords
    panel cointegration tests
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    cross-sectional dependence
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    sieve bootstrap
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    cites work
    Q5475042
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    Q3817423
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    Identifiers

    zbMATH DE Number
    5618950
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    OpenAlex ID
    W2151029387
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