Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
DOI10.1080/07474938.2016.1183070zbMath1491.62083OpenAlexW2133537763WikidataQ58288714 ScholiaQ58288714MaRDI QIDQ5860891
Deniz Dilan Karaman Örsal, Antonia Arsova
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://fox.leuphana.de/portal/de/publications/likelihoodbased-panel-cointegration-test-in-the-presence-of-a-linear-time-trend-and-crosssectional-dependence(6bc6dd58-ec33-44bf-aedc-cffa6b36dc06).html
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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