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 al...

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Detalles Bibliográficos
Autores Principales: Melo-Velandia L.F., León J.J., Saboyá D.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Universidad Nacional de Colombia 2015
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23013
https://doi.org/10.15446/rce.v38n1.48801