Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Year of publication: |
2023
|
---|---|
Authors: | Wagner, Martin ; Reichold, Karsten |
Subject: | Cointegrating polynomial regression | cross-section dependence | drift | fully modified OLS | group-mean estimation | panel data | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Panel | Panel study | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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