The Estimation of heterogeneous panel cointegration model with cross-sectional Dependence

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:QQainigirl
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  The Nonstationary analysis in Panel data is developing very rapid recently,Especially the estimation of a panel cointegration model with cross-sectional dependence.In this paper,we consider the estimation of panel cointegration model based on Bai etal (2005)and developed it to the condition of cross sectional heterogeneity.
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