Spurious regression and residual-based tests for cointegration in panel data
Spurious regression and residual-based tests for cointegration in panel data is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Chihwa Kao; Journal / source: Journal of Econometrics; Year: 1999.
| Authors | Chihwa Kao |
|---|---|
| Journal / source | Journal of Econometrics |
| Year | 1999 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 5636 |
| Type | article |
| DOI / link | https://doi.org/10.1016/s0304-4076(98)00023-2 |