Keywords
CointegrationSeries (stratigraphy)EconometricsSample (material)Time seriesMathematicsStatisticsEconomicsApplied mathematicsBiologyChemistryChromatography
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Publication Info
- Year
- 2004
- Type
- article
- Volume
- 20
- Issue
- 3
- Pages
- 597-627
- Citations
- 294
- Access
- Closed
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Citation Metrics
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Cite This
Peter Pedroni
(2004).
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO PPP HYPOTHESIS: NEW RESULTS.
, 20
(3)
, 597-627.