Panel cointegration with global stochastic trends

Keyphrases

• Panel Cointegration 100%
• Global Stochastic Trend 100%
• Test Statistic 50%
• Jointly Estimate 50%
• I(1) 50%
• Cross-sectional Dependence 50%
• Limiting Distribution 50%
• Asymptotically Unbiased 50%
• Slope Parameter 50%
• Panel Cointegration Techniques 50%
• Iterative Procedure 50%
• Least Squares Estimator 50%
• Modified Estimators 50%
• Stationary Factor 50%
• Stochastic Trend 50%
• Spuriousness 50%
• Standard Least Squares 50%

Mathematics

• Stochastics 100%
• Cointegration 100%
• Least Square 33%
• Test Statistic 33%
• Square Estimator 33%
• Limiting Distribution 33%
• Slope Parameter 33%

Economics, Econometrics and Finance

• Cross-Sectional Dependence 100%