Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831)
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scientific article; zbMATH DE number 7564538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed |
scientific article; zbMATH DE number 7564538 |
Statements
Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (English)
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27 July 2022
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bias correction
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cointegration
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cross-section dependence
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dynamic ordinary least-squares
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functional central limit theorem
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panel cointegration
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