A parametric approach to the estimation of cointegration vectors in panel data
Year of publication: |
2005
|
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Authors: | Breitung, Jörg |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 2, p. 151-173
|
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | VAR-Modell | VAR model | Panel | Panel study | Theorie | Theory |
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