Keywords
CointegrationSpurious relationshipResidualEstimatorMathematicsStatisticsNull (SQL)EconometricsMonte Carlo methodAsymptotic distributionRegression analysisRegressionAlgorithmComputer science
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Publication Info
- Year
- 1999
- Type
- article
- Volume
- 90
- Issue
- 1
- Pages
- 1-44
- Citations
- 5362
- Access
- Closed
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Cite This
Chihwa Kao
(1999).
Spurious regression and residual-based tests for cointegration in panel data.
Journal of Econometrics
, 90
(1)
, 1-44.
https://doi.org/10.1016/s0304-4076(98)00023-2
Identifiers
- DOI
- 10.1016/s0304-4076(98)00023-2