Cointegration vector estimation by dols for a three-dimensional panel
This paper extends the results of the dynamic ordinary least squares cointegration vector estimator available in the literature to a three-dimensional panel. We use a balanced panel of N and M lengths observed over T periods. The cointegration vector is homogeneous across individuals but we allow fo...
Autores Principales: | , , |
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Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
Universidad Nacional de Colombia
2015
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Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23013 https://doi.org/10.15446/rce.v38n1.48801 |