This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The test is general enough to allow for dependence both within and between the cross-sectional units, and is shown to work well in small samples. © 2007 Elsevier B.V. All rights reserved
Testing for cointegration in dependent panels via residual-based bootstrap method
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
Testing for cointegration in dependent panels via residual-based bootstrap method
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
Testing for cointegration in dependent panels via residual-based bootstrap method
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
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