Spurious regression and residual-based tests for cointegration in panel data
type: Item
instance of: scholarly article
title: Spurious regression and residual-based tests for cointegration in panel data
zbMATH Open document ID: 1070.62527
DOI: 10.1016/S0304-4076(98)00023-2
author: Chihwa Kao
published in: Journal of Econometrics
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1342883
zbMATH Keywords: Panel data
zbMATH Keywords: Spurious regression
zbMATH Keywords: LSDV
zbMATH Keywords: Sequential limit theory
zbMATH Keywords: Residual-based tests
zbMATH Keywords: ADF
zbMATH Keywords: DF
MaRDI profile type: Publication
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full work available at URL: s0304-4076(98)00023-2
OpenAlex ID: W2125331782
description: scientific article; zbMATH DE number 1342883