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On the Estimation and Inference of a Cointegrated Regression in Panel Data · Study

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PreprintOn the Estimation and Inference of a Cointegrated Regression in Panel Data

Chihwa D. Kao1997

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Preprintgreen1997

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Chihwa D. Kao · Min‐Hsien Chiang

518 citations·0/0 files stored·SSRN Electronic Journal

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Advanced Statistical Methods and Models

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References

2003Testing for unit roots in heterogeneous panels 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Asymptotically Efficient Estimation of Cointegration Regressions 1991Estimating Long-Run Economic Equilibria 1986Multiple Time Series Regression with Integrated Processes 1995Fully Modified Least Squares and Vector Autoregression

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Details

Year1997

Typepreprint

Published1997-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations518

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.2139/ssrn.2379

openalex_workW3123239124

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