Cointegration vector estimation by dols for a three-dimensional panel

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dc.coverage.sucursalBogotáspa
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorLeón, John Jairo
dc.creatorSaboyá, Dagoberto
dc.creator.firmaLuis Fernando Melo-Velandia
dc.date.accessioned2007-12-13T08:30:10Zeng
dc.date.available2007-12-13T08:30:10Z
dc.date.created2007-12-13
dc.date.issued2007-12-13
dc.description.abstractThis 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 cointegeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5492spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5492
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.474spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/004391.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 474
dc.relation.numberBorrador 474spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/474.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:004391spa
dc.subject.jelC13 - Estimation: Generaleng
dc.subject.jelspaC13 - Estimación: generalidadesspa
dc.subject.keywordCointegrationeng
dc.subject.keywordDynamic OLS estimationeng
dc.subject.keywordPanel data in three dimensionseng
dc.subject.lembCointegraciónspa
dc.subject.lembDatos panelspa
dc.subject.lembAnálisis de cointegraciónspa
dc.titleCointegration vector estimation by dols for a three-dimensional panelspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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