Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
收藏NBER2002-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0287
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资源简介：
We study the panel DOLS estimator of a homogeneous cointegration vector for a balanced panel of N individuals observed over T time periods. Allowable heterogeneity across individuals include individual-specific time trends, individual-specific fixed effects and time-specific effects. The estimator
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美国国家经济研究局创建时间：
2002-12-01
