Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

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Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

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Material Type: 文書・図像類
Title: Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
Author/Editor: Hadri, Kaddour
黒住, 英司
Rao, Yao
Author Heading: Hadri, Kaddour
黒住, 英司
https://nrid.nii.ac.jp/nrid/1000000332643/
Rao, Yao
Publication, Distribution, etc.: Graduate School of Economics, Hitotsubashi University
Publication Date: 2013-09
Publication Date (W3CDTF): 2013-09
Text Language Code: eng
Subject Heading: cointegration
panel cointegration
cross-section dependence
bias correction
DOLS
FCLT
Target Audience: 一般
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/25907/070econDP13-12.pdf
Access Restrictions: インターネット公開
Periodical Title: Discussion papers ; No. 2013-12
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources