articleJournal of EconometricsOct 17, 2010GREEN OA

Panels with non-stationary multifactor error structures

GKGeorge KapetaniosMHM. Hashem PesaranTYToshio Yamagata

Queen Mary University of London · University of Cambridge · +2 more institutions

Indexed incrossref

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940
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49.06
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100%
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3

Topics & keywords

Topics
Keywords
  • Unobservable
  • Monte Carlo method
  • Estimator
  • Econometrics
  • Unit root
  • Contrast (vision)
  • Inference
  • Asymptotic analysis
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