Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Year of publication: |
2023
|
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Authors: | Wagner, Martin ; Reichold, Karsten |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 4, p. 358-392
|
Subject: | Cointegrating polynomial regression | cross-section dependence | drift | fully modified OLS | group-mean estimation | panel data | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Panel | Panel study | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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