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Stationary bootstrapping for panel cointegration tests under cross-sectional dependence

Title
Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
Authors
Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
2014
Journal Title
Statistics
ISSN
0233-1888JCR Link
Citation
Statistics
Indexed
SCI; SCIE; SCOPUS WOS scopus
Document Type
Article in Press
Abstract
cointegration test; cross-sectional dependence; panel data; seemingly unrelated regression estimator; stationary bootstrapping
DOI
10.1080/02331888.2013.874426
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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