Alternative representations for cointegrated panels with global stochastic trends
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DOI: 10.1016/j.econlet.2012.12.028
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Cited by:
- Enrique Moral-Benito & Luis Serv鮠, 2015.
"Testing weak exogeneity in cointegrated panels,"
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- Enrique Moral-Benito & Luis Serven, 2013. "Testing weak exogeneity in cointegrated panels," Working Papers 1307, Banco de España.
- Moral-Benito, Enrique & Serven, Luis, 2014. "Testing weak exogeneity in cointegrated panels," Policy Research Working Paper Series 7045, The World Bank.
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More about this item
Keywords
Representation; Panel cointegration; Error correction; Common factors;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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