Record link: 
http://hdl.handle.net/20.500.12708/222664
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Title: 
Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic Trends
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Citation: 
Reichold, K., Jentsch, C., & Hanck, C. (2025). Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic Trends. In Book of Abstracts - Statistische Woche 02. - 05. September 2025 | Wiesbaden (pp. 80–80). http://hdl.handle.net/20.500.12708/222664
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Reichold, Karsten 
Jentsch, Carsten 
Hanck, Christoph 
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Organisational Unit: 
E105-02 - Forschungsbereich Ökonometrie 
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Published in: 
Book of Abstracts - Statistische Woche 02. - 05. September 2025 | Wiesbaden 
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Date (published): 
2025
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Event name: 
Statistische Woche 2025 : Young-Academics Mini-Symposium: Modern Time Series Econometrics 
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Event date: 
2-Sep-2025 - 5-Sep-2025
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Event place: 
Wiesbaden, Germany
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Number of Pages: 
1
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Keywords: 
Bootstrap Inference in Panels; Stochastic Trends
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Research Areas: 
Mathematical Methods in Economics: 40%
Mathematical and Algorithmic Foundations: 20%
Fundamental Mathematics Research: 40%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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