Testing for Panel Cointegration using Common Correlated Effects Estimators

Research output: Contribution to journal › Article › peer-review

Authors

Colleges, School and Institutes

Details

Original languageEnglish
JournalJournal of Time Series Analysis
Publication statusPublished - 2014
Save citation Saved citations (0)

Copy the text from this field...

View graph of relations

By the same authors

Structural FECM: cointegration in large-scale structural FAVAR models

Anindya Banerjee, 1 Sep 2017, In: Journal of Applied Econometrics. 32, 6, p. 1069-1086 18 p.

Research output: Contribution to journal › Article › peer-review

Testing for panel cointegration using common correlated effects estimators

Anindya Banerjee, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 610-636 27 p.

Research output: Contribution to journal › Article › peer-review

An overview of the factor-augmented error-correction model

Anindya Banerjee, 2016, Dynamic Factor Models. Koopman, S. J. & Hillebrand, E. (eds.). Emerald, Vol. 35. p. 3-41 39 p. (Advances in Econometrics).

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review