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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2023
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/60451/1/24%20Pages%20from%20OLANIRAN%20SAIDAT%20FEHINTOLA.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|