Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable
Year of publication: |
1997-03-17
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Authors: | Kao, Chihwa |
Institutions: | EconWPA |
Subject: | Panel Data | Spurious Regression | LSDV | Residual-Based Tests |
Extent: | application/x-dvi application/postscript application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Tex (DVI); prepared on PC-TEX; to print on HP/PostScript; pages: 45 ; figures: 0 45 pages |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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