- Weitere Titel
-
Testen auf Kointegration in Paneldaten mit Querschnittsabhängigkeit
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Lüneburg, Leuphana Universität Lüneburg, Dissertation, 2019
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Cointegration
- Ereignis
-
Veröffentlichung
- (wo)
-
Lüneburg
- (wer)
-
Universitätsbibliothek der Leuphana Universität Lüneburg
- (wann)
-
2019
- Urheber
-
Arsova, Antonia
- Beteiligte Personen und Organisationen
-
Karaman-Örsal, Deniz
- URN
-
urn:nbn:de:gbv:luen4-opus-145681
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:56 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Arsova, Antonia
- Karaman-Örsal, Deniz
- Universitätsbibliothek der Leuphana Universität Lüneburg
Entstanden
- 2019
Ähnliche Objekte (12)
A panel cointegration rank test with structural breaks and cross-sectional dependence
Cross-sectional correlation robust tests for panel cointegration
Cross-Sectional Correlation Robust Tests for Panel Cointegration
A nonlinear panel model of cross-sectional dependence
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Large Panel Data Models with Cross-Sectional Dependence: A Survey
Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Tests of no cross-sectional error dependence in panel quantile regressions
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Nonparametric trending regression with cross-sectional dependence
Exponent of Cross-sectional Dependence for Residuals
Essays on applied econometrics of macro-financial panel data with cross-sectional dependence
A panel cointegration rank test with structural breaks and cross-sectional dependence
Cross-sectional correlation robust tests for panel cointegration
Cross-Sectional Correlation Robust Tests for Panel Cointegration
A nonlinear panel model of cross-sectional dependence
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Large Panel Data Models with Cross-Sectional Dependence: A Survey
Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Tests of no cross-sectional error dependence in panel quantile regressions
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Nonparametric trending regression with cross-sectional dependence
Exponent of Cross-sectional Dependence for Residuals
Essays on applied econometrics of macro-financial panel data with cross-sectional dependence
A panel cointegration rank test with structural breaks and cross-sectional dependence
Cross-sectional correlation robust tests for panel cointegration
Cross-Sectional Correlation Robust Tests for Panel Cointegration
A nonlinear panel model of cross-sectional dependence
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Large Panel Data Models with Cross-Sectional Dependence: A Survey
Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Tests of no cross-sectional error dependence in panel quantile regressions
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Nonparametric trending regression with cross-sectional dependence
Exponent of Cross-sectional Dependence for Residuals