Likelihood Based Cointegreation Analysis in Panels of Vector Error Correction Models
| Authors |
|
|---|---|
| Publication date | 2003 |
| Journal | Journal of Business & Economic Statistics |
| Volume | Issue number | 21 |
| Pages (from-to) | 295-318 |
| Number of pages | 23 |
| Organisations |
|
| Document type | Article |
| Published at |
https://doi.org/10.1198/073500103288618972
(Final published version)
|
| Permalink to this page | |
