Intersection tests for the cointegrating rank in dependent panel data

DOI10.1080/03610918.2018.1489552OpenAlexW2527634907WikidataQ128295275 ScholiaQ128295275MaRDI QIDQ5088013

Antonia Arsova, Deniz Dilan Karaman Örsal

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1489552

zbMATH Keywords

multiple testingcross-sectional dependencecommon factorslikelihood-ratiopanel cointegration rank test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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