Panel Cointegration Testing in the Presence of a Time Trend
Year of publication: |
2009-01
|
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Authors: | Droge, Bernd ; Örsal, Deniz Dilan Karaman |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Panel Cointegration Test | Likelihood Ratio | Time Trend | Monte Carlo Study |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2009-005 32 pages |
Classification: | C33 - Models with Panel Data ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Panel cointegration testing in the presence of a time trend
Droge, Bernd, (2009)
-
Panel cointegration testing in the presence of a time trend
Örsal, Karaman, (2014)
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Arsova, Antonia, (2013)
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On the Existence of the Moments of the Asymptotic Trace Statistic
Örsal, Deniz Dilan Karaman, (2009)
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Comparison of Panel Cointegration Tests
Örsal, Deniz Dilan Karaman, (2007)
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On the existence of the moments of the asymptotic trace statistic
Örsal, Deniz Dilan Karaman, (2009)
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