Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors
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More about this item
Keywords
Panel data; CCE; Non-Stationarity; Factors; Heterogeneity;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-05-31 (Econometrics)
- NEP-ORE-2021-05-31 (Operations Research)
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