Estimating long run effects and the exponent of cross-sectional dependence : an update to xtdcce2
Jan Ditzen
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Ditzen, Jan |
| Publisher: |
[Bozen] : unibz, Faculty of Economics and Management |
| Subject: | cross section dependence | common correlated effects | error correction model | long run coefficients | Schätztheorie | Estimation theory | Kointegration | Cointegration | Korrelation | Correlation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 22 Seiten) |
|---|---|
| Series: | Bozen economics & management paper series : BEMPS. - [Bozen] : [unibz, Faculty of Economics and Management], ZDB-ID 3012364-1. - Vol. no 81 (2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013179176