Inferential theory for heterogeneity and cointegration in large panels
Year of publication: |
2021
|
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Authors: | Trapani, Lorenzo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 474-503
|
Subject: | Method of moments | Cointegration | Heterogeneity | Large panels | Spurious regression | Kointegration | Panel | Panel study | Momentenmethode | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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