Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Martin Wagner and Karsten Reichold
| Year of publication: |
2023
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| Authors: | Wagner, Martin ; Reichold, Karsten |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 4, p. 358-392
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| 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 | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2178141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305520