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dc.contributor.authorBhattacharjee, A.
dc.contributor.authorDitzen, J.
dc.contributor.authorHolly, S.
dc.date.accessioned2020-12-04T16:25:27Z
dc.date.available2020-12-04T16:25:27Z
dc.date.issued2020-08-03
dc.identifier.otherCWPE2075
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/314729
dc.description.abstractWe provide a way of representing spatial and temporal equilibria in terms of a Engle-Granger representation theorem in a panel setting. We use the mean group, common correlated effects estimator plus multiple testing to provide a set of weakly cross corre
dc.publisherFaculty of Economics, University of Cambridge
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserved
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/
dc.subjectSpatio-temporal Engle-Granger Theorems
dc.subjectcross sectional dependence
dc.titleSpatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects
dc.typeWorking Paper
dc.identifier.doi10.17863/CAM.61835


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