IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance
Year of publication: |
2012
|
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Authors: | Hanck, Christoph ; Demetrescu, Matei ; Tarcolea, Adina |
Publisher: |
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | 731566904 [GVK] hdl:10419/62072 [Handle] RePEc:zbw:vfsc12:62072 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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