A note on the estimation of long-run relationships in panel equations with cross-section linkages
Year of publication: |
2012
|
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Authors: | Di Iorio, Francesca ; Fachin, Stefano |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Panel cointegration | FM-OLS | FM-SUR | DOLS | DSUR |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2012-1 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; C33 - Models with Panel Data |
Source: |
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca, (2012)
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A note on the estimation of long-run relationships in dependent cointegrated panels
Di Iorio, Francesca, (2008)
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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
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Di Iorio, Francesca, (2007)
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Cointegration testing in dependent panels with breaks
Di Iorio, Francesca, (2007)
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A note on the estimation of long-run relationships in dependent cointegrated panels
Di Iorio, Francesca, (2008)
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