Panel Cointegration Techniques and Open Challenges
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References listed on IDEAS
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More about this item
Keywords
Panel Time Series; Cointegration; Nonstationary Panels; Nonlinear Panels;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-01-07 (Econometrics)
- NEP-ETS-2019-01-07 (Econometric Time Series)
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