Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209)
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scientific article; zbMATH DE number 7563565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
scientific article; zbMATH DE number 7563565 |
Statements
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (English)
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26 July 2022
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common factors
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cross-sectional dependence
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panel cointegration
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