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:
-
Melo-Velandia, Luis Fernando
León, John Jairo
Saboyá, Dagoberto
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2015
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/66541
- Acceso en línea:
- https://repositorio.unal.edu.co/handle/unal/66541
http://bdigital.unal.edu.co/67569/
- Palabra clave:
- 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Cointegration
Multidimensional
Panel Data
Cointegración
Modelos Panel
Multidimensional
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional