Testing poolability in a system of dynamic regressions with nonspherical disturbances
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More about this item
KeywordsBootstrap; dynamic regression model; panel data; poolability; test size; C12; C23;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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