A Fractional Cointegration Panel Model With Fixed Effect

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A Fractional Cointegration Panel Model With Fixed Effect

Several authors have studied fractional cointegration in time series data, but little or no consideration has been extended to panel data settings. However, recent economics and financial panel datasets such as portfolio returns across firms, price indices and exchange rates across countries ofte...

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Bibliographic Details
Main Author:	Fehintola, Olaniran Saidat
Format:	Thesis
Language:	English
Published:	2023
Subjects:	H1-99 Social sciences (General)
Online Access:	http://eprints.usm.my/60451/ http://eprints.usm.my/60451/1/24%20Pages%20from%20OLANIRAN%20SAIDAT%20FEHINTOLA.pdf

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