On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
Panel Data Econometrics Theoretical Contributions and Empirical Applications
ISBN: 978-0-44452-172-9, eISBN: 978-1-84950-836-0
Publication date: 1 April 2006
Citation
Baia, J. and Kaob, C. (2006), "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence", Baltagi, B.H. (Ed.) Panel Data Econometrics Theoretical Contributions and Empirical Applications (Contributions to Economic Analysis, Vol. 274), Emerald Group Publishing Limited, Leeds, pp. 3-30. https://doi.org/10.1016/S0573-8555(06)74001-9
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited