Testing for multicointegration in panel data with common factors
Year of publication: |
2006
|
---|---|
Authors: | Berenguer-Rico, Vanessa ; Carrion i Silvestre, Josep Lluís |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 68.2006, Suppl., p. 721-739
|
Subject: | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
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