Cointegration vector estimation by dols for a three-dimensional panel
dc.coverage.sucursal | Bogotá | spa |
dc.creator | Melo-Velandia, Luis Fernando | |
dc.creator | León, John Jairo | |
dc.creator | Saboyá, Dagoberto | |
dc.creator.firma | Luis Fernando Melo-Velandia | spa |
dc.date.accessioned | 2007-12-13T08:30:10Z | eng |
dc.date.available | 2007-12-13T08:30:10Z | |
dc.date.created | 2007-12-13 | |
dc.date.issued | 2007-12-13 | |
dc.description.abstract | This paper extends the asymptotic results of the dynamic ordinary least squares (DOLS) cointegration vector estimator of Mark and Sul (2003) to a three-dimensional panel. We use a balanced panel of N and M lengths observed over T time periods. The cointeg | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5492 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5492 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.474 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/004391.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 474 | |
dc.relation.number | Borrador 474 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/474.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. | spa |
dc.rights.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:bdr:borrec:474 | spa |
dc.subject.jel | C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models | eng |
dc.subject.jelspa | C13 - Estimación: generalidades | spa |
dc.subject.keyword | Cointegration | eng |
dc.subject.keyword | Dynamic OLS estimation | eng |
dc.subject.keyword | Panel data in three dimensions | eng |
dc.subject.lemb | Cointegración | spa |
dc.subject.lemb | Datos panel | spa |
dc.subject.lemb | Análisis de cointegración | spa |
dc.title | Cointegration vector estimation by dols for a three-dimensional panel | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |