A Fractional Cointegration Panel Model With Fixed Effect
Several authors have studied fractional cointegration in time series data, but little or no consideration has been extended to panel data settings. However, recent economics and financial panel datasets such as portfolio returns across firms, price indices and exchange rates across countries ofte...
| 第一著者: | |
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| フォーマット: | 学位論文 |
| 言語: | 英語 |
| 出版事項: |
2023
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/60451/ |
| Abstract | Abstract here |