Finite Sample Correction Factors for Panel Cointegration Tests

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2009) Finite Sample Correction Factors for Panel Cointegration Tests. Oxford Bulletin of Economics and Statistics, 71 (6), pp. 851-881. https://doi.org/10.1111/j.1468-0084.2009.00559.x

Full text not available from this repository.

Item Type:	Article in Academic Journal
Classification Codes (e.g. JEL):	C12, C15, C23
Date Deposited:	26 May 2015 08:18
Last Modified:	19 Sep 2024 08:50
DOI:	10.1111/j.1468-0084.2009.00559.x
ISSN:	0305-9049 (Print), 1468-0084 (Online)
URI:	https://irihs.ihs.ac.at/id/eprint/3378

Actions (login required)

View Item