Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Year of publication: |
2013
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Authors: | Arsova, Antonia ; Karaman Örsal, Deniz Dilan |
Publisher: |
Lüneburg : Leuphana Universität Lüneburg, Institut für Volkswirtschaftslehre |
Subject: | panel cointegration rank test | cross-sectional dependence | common factors | likelihoodratio | time trend |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 769127894 [GVK] hdl:10419/93531 [Handle] RePEc:lue:wpaper:280 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C33 - Models with Panel Data |
Source: |
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Arsova, Antonia, (2013)
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Arsova, Antonia, (2013)
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An intersection test for the cointegrating rank in dependent panel data
Arsova, Antonia, (2016)
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An intersection test for the cointegrating rank in dependent panel data
Arsova, Antonia, (2016)
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Meta-analytic cointegrating rank tests for dependent panels
Karaman Örsal, Deniz Dilan, (2015)
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A panel cointegration rank test with structural breaks and cross-sectional dependence
Karaman Örsal, Deniz Dilan, (2016)
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