Likelihood‐based cointegration tests in heterogeneous panels
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Publication:2772843
DOI10.1111/1368-423X.00059zbMath0983.62086MaRDI QIDQ2772843
Mickael Löthgren, Rolf Larsson, Johan Lyhagen
Publication date: 11 April 2002
Published in: The Econometrics Journal (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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