Linear regression limit theory for nonstationary panel data
Year of publication: |
1999
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Authors: | Phillips, Peter C. B. ; Moon, Hyungsik Roger |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 67.1999, 5, p. 1057-1111
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Subject: | Mikroökonometrie | Microeconometrics | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Theorie | Theory |
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