Novel panel cointegration tests emending for cross-section dependence withNfixed

DOI10.1111/ECTJ.12054OpenAlexW1605346840MaRDI QIDQ5091831

Yao Rao, Eiji Kurozumi, Kaddour Hadri

Publication date: 27 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12054

zbMATH Keywords

functional central limit theoremcointegrationpanel cointegrationbias correctioncross-section dependencedynamic ordinary least-squares

Mathematics Subject Classification ID

Statistics (62-XX)

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