Engle-Granger two-step method in panel data

HU Yi, LIN Jian-hao, WANG Ming-xi, DENG Ying

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3112-3119.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3112-3119. DOI: 10.12011/1000-6788(2013)12-3112

Engle-Granger two-step method in panel data

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