Alternative representations for cointegrated panels with global stochastic trends

Autoria(s): Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim
Data(s)

01/03/2013
Identificador

http://hdl.handle.net/10536/DRO/DU:30057284
Idioma(s)

eng
Publicador

Elsevier
Relação

http://dro.deakin.edu.au/eserv/DU:30057284/westerlund-alternativerep-2013.pdf

http://dro.deakin.edu.au/eserv/DU:30057284/westerlund-alternativerep-evid-2013.pdf

http://dx.doi.org/10.1016/j.econlet.2012.12.028
Direitos

2013, Elsevier
Palavras-Chave #common factors #error correction #panel cointegration #representation
Tipo

Journal Article
Acesso ao item digital