Estimating cross-section common stochastic trends in nonstationary panel data
Year of publication: |
2004
|
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Authors: | Bai, Jushan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 122.2004, 1, p. 137-183
|
Subject: | Stochastischer Prozess | Stochastic process | Panel | Panel study | Zeitreihenanalyse | Time series analysis |
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