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A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
Saved in:
2
Lessons from a decade of IPS and LLC
Westerlund, Joakim
;
Breitung, Jörg
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 547-591
Persistent link: https://www.econbiz.de/10009758633
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3
Testing for serial correlation in fixed-effects panel data models
Born, Benjamin
;
Breitung, Jörg
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
Saved in:
4
Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Hayakawa, Kazuhiko
;
Qi, Meng
;
Breitung, Jörg
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1055-1088
Persistent link: https://www.econbiz.de/10012181383
Saved in:
5
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Breitung, Jörg
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10006875843
Saved in:
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