Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis (Q5267868)
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scientific article; zbMATH DE number 6730493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis |
scientific article; zbMATH DE number 6730493 |
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Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis (English)
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13 June 2017
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error correction
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Fisher hypothesis
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multivariate tests
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panel cointegration
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size
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power
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white noise
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