1. //
  2. Start
  3. //
  4. Journals
  5. //
  6. Econometric Reviews
  7. //
  8. Publications
  9. //

Econometric Reviews, ‎0747-4938

Journal

1 - 1 out of 1Page size: 10
  1. 2018
  2. Published

    Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

    Arsova, A. & Karaman Örsal, D. D., 26.11.2018, In: Econometric Reviews. 37, 10, p. 1033-1050 18 p.

    Research output: Journal contributions › Journal articles › Research › peer-review