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EconomicsMathematics

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

Jushan Bai, C. Kao

2005.12.1Contributions to Economic Analysis

DOI: 10.1016/s0573-8555(06)74001-9

Abstract

Abstract is not available.

Citation format

BAI, Jushan; KAO, C. On the estimation and inference of a panel cointegration model with cross-sectional dependence. Contributions to Economic Analysis, 2005, 274: 3–30.