Residual based tests for cointegration in dependent panels
type: Item
instance of: scholarly article
title: Residual based tests for cointegration in dependent panels
zbMATH Open document ID: 1441.62632
author: Yoosoon Chang
author: Chi Mai Nguyen
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6617079
zbMATH Keywords: panel cointegration tests
zbMATH Keywords: testing instruments
zbMATH Keywords: nonstationary panel
zbMATH Keywords: cross-sectional dependency
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.09.032
OpenAlex ID: W2062013086
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DOI: 10.1016/J.JECONOM.2011.09.032
description: scientific article; zbMATH DE number 6617079