Linear regression limit theory for nonstationary panel data

Econometrica

Volumn 67, Issue 5, 1999, Pages 1057-1111

  Phillips, Peter C B ^a   Moon, Hyungsik R ^a  

^a NONE

Author keywords

Long run average relations; Multidimensional limits; Nonstationary panel data; Panel cointegration regression; Panel spurious regression

Indexed keywords

EID: 0001514642     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00070     Document Type: Article

References (20)

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