A PANIC Attack on Unit Roots and Cointegration
Year of publication: |
2001-12-01
|
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Authors: | Bai, Jushan ; Ng, Serena |
Institutions: | Department of Economics, Boston College |
Subject: | Panel data | common factors | common trends | principal components |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Boston College Working Papers in Economics Number 519 40 pages |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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