Author:
Karaman Örsal Deniz Dilan,Droge Bernd
Funder
Deutsche Forschungsgemeinschaft through the SFB 649 “Economic Risk”
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference31 articles.
1. Anderson, R., Qian, H., Rasche, R., 2006. Analysis of panel vector error correction models using maximum likelihood, bootstrap, and canonical-correlation estimators. Working Paper Series 2006-050A. Federal Reserve Bank of St. Louis.
2. Some cautions on the use of panel methods for integrated series of macroeconomic data;Banerjee;Econometrics Journal,2004
3. A canonical analysis of multiple time series;Box;Biometrika,1977
4. A parametric approach to the estimation of cointegration vectors in panel data;Breitung;Econometric Reviews,2005
5. Unit roots and cointegration in panels;Breitung,2008
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献