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1 Ergebnisse
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Panel Cointegration: Asymptotic and Finite Sample Propertie..:
Pedroni, Peter
Econometric Theory. 20 (2004) 3 - p. 597-625 , 2004
Link:
https://www.jstor.org/stable/3533533
RT Journal T1
Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
UL https://suche.suub.uni-bremen.de/peid=jstor-3533533&Exemplar=1&LAN=DE A1 Pedroni, Peter PB Cambridge University Press YR 2004 SN 0266-4666 SN 1469-4360 K1 Information science K1 Data products K1 Datasets K1 Time series K1 Economics K1 Macroeconomics K1 International economics K1 International economic parity K1 Purchasing power parity K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Measures of variability K1 Statistical variance K1 Statistical sampling K1 Sample properties K1 Physical sciences K1 Physics K1 Mechanics K1 Fluid mechanics K1 Brownian motion K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Matrices K1 Covariance matrices K1 Information analysis K1 Data analysis K1 Regression analysis K1 Regression coefficients K1 Philosophy K1 Applied philosophy K1 Philosophy of science K1 Scientific method K1 Hypothesis testing K1 Null hypothesis K1 Mathematical objects K1 Mathematical series K1 Series convergence K1 Convergence tests K1 Root test JF Econometric Theory VO 20 IS 3 SP 597 OP 625 LK http://dx.doi.org/https://www.jstor.org/stable/3533533 DO https://www.jstor.org/stable/3533533 SF ELIB - SuUB Bremen
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