COIKPSS_factor.src
Creators:
Anindya Banerjee
;
Josep Lluís Carrion-i-Silvestre
From the dataset abstract
The power of standard panel cointegration statistics may be affected by misspecification errors if structural breaks in the parameters generating the process are not considered. In...
Source: Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | SRC |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/02a08fd0-8e84-4216-8c27-3be15d707c64/resource/1bbba705-5eb5-4e3d-bf76-ab06f8e1c437/download/coikpss_factor.src |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
