A residual-based test of the null of cointegration in panel data (Q4385001)
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scientific article; zbMATH DE number 1139837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual-based test of the null of cointegration in panel data |
scientific article; zbMATH DE number 1139837 |
Statements
A residual-based test of the null of cointegration in panel data (English)
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27 September 1998
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residual-based Lagrange multiplier test
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cointegration
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panel data
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locally best unbiased invariant
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Monte Carlo
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nonstationary time series
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