Details
Title
GVAR: A Case of Spurious Cross-Sectional CointegrationJournal title
Central European Journal of Economic Modelling and EconometricsYearbook
2021Issue
No 2Authors
Affiliation
Kłębowski, Piotr : University of Łódz, PolandKeywords
global VAR ; GVAR ; panel VAR ; PVAR ; spurious cross-sectional cointegrationDivisions of PAS
Nauki Humanistyczne i SpołeczneCoverage
175-187Publisher
Oddział PAN w ŁodziBibliography
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