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Panels with non-stationary multifactor error structures | ResearchHub
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Panels with non-stationary multifactor error structures
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Authors
George Kapetanios
2 more
George Kapetanios
•
M. Pesaran
•
Toshio Yamagata
Published
October 17, 2010
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Journal
Journal of Econometrics
Topics
Computer Science
Artificial Intelligence
Mathematics
Econometrics
General Economics, Econometrics And Finance
Show all topics
DOI
10.1016/j.jeconom.2010.10.001
Other Formats
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Supporters
Support the authors with ResearchCoin
Tip RSC
Journal
Journal of Econometrics
Topics
Computer Science
Artificial Intelligence
Mathematics
Econometrics
General Economics, Econometrics And Finance
Show all topics
DOI
10.1016/j.jeconom.2010.10.001
Other Formats
PDF
