Unit Roots and Cointegration in Panels
| Year of publication: |
2016
|
|---|---|
| Authors: | Breitung, Jörg |
| Other Persons: | Pesaran, M. Hashem (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Panel | Panel study |
| Description of contents: |
This paper provides a review of the literature on unit roots and cointegration
|
freely available
| Extent: | 1 Online-Ressource (68 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2005,42 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
| Other identifiers: | 10.2139/ssrn.2785225 [DOI] |
| Classification: | C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C12 - Hypothesis Testing ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991206