Research Output 2000 2019

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2000
668 Citations (Scopus)

On the estimation and inference of a cointegrated regression in panel data

Kao, C. & Chiang, M. H., 2000 Jan 1, Nonstationary Panels, Panel Cointegration, and Dynamic Panels. JAI Press, p. 179-222 44 p. (Advances in Econometrics; vol. 15).

Research output: Chapter in Book/Report/Conference proceedingChapter

Ordinary least squares
Panel data
Inference
Estimator
Least squares estimator