Cointegration Vector Estimation by DOLS for a Three-Dimensional Panel

DOI10.15446/RCE.V38N1.48801zbMath1436.62329OpenAlexW2060585447MaRDI QIDQ5114024

Luis Fernando Melo-Velandia, Dagoberto Saboyá, John Jairo León

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v38n1.48801

zbMATH Keywords

cointegrationpanel datamultidimensional

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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