Open AccessA Comparative Analysis of Semiparametric Tests for Fractional Cointegration in Panel Data Models
Author(s) -
Saidat Fehintola Olaniran,
Mohd Tahir Ismail
Publication year - 2022
Publication title -
österreichische zeitschrift für statistik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.342
H-Index - 9
ISSN - 1026-597X
DOI - 10.17713/ajs.v51i4.1170
Subject(s) - cointegration , panel data , econometrics , series (stratigraphy) , residual , null hypothesis , statistics , sample (material) , time series , statistical hypothesis testing , mathematics