A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
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Publication:5466755
DOI10.1081/ETC-200067895zbMath1067.62061OpenAlexW2034758977MaRDI QIDQ5466755
Publication date: 25 August 2005
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-200067895
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
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A Panel Unit Root Test with Good Power in Small Samples ⋮ Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration ⋮ The long-run determinants of fertility: one century of demographic change 1900--1999 ⋮ Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso ⋮ The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study ⋮ Pushing the limit? Fiscal policy in the European Monetary Union ⋮ The effects of cross-section dimension \(n\) in panel co-integration test ⋮ Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
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