We propose new tests for panel cointegration by extending the panel unit root tests of Choi [2001] and Maddala and Wu [1999] to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute. We investigate the finite sample behavior in a simulation study. Several variants of the tests compare favorably in terms of both size and power with other widely used panel cointegration tests
With the advent of the results on non-stationary data in time series econometrics and the increased ...
In this paper, we study the effect that different serial correlation adjustment methods can have on ...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
Time series cointegration tests, even in the presence of large sample sizes, often yield conflictin...
The main aim of this paper is to compare the size and size-adjusted power properties of four residua...
In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith ...
This paper offers an overview of panel-data cointegration tests. We present the main tests based on ...
Panel unit-root and no-cointegration tests that rely on cross-sectional independence of the panel un...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
With the advent of the results on non-stationary data in time series econometrics and the increased ...
In this paper, we study the effect that different serial correlation adjustment methods can have on ...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
This thesis develops new techniques for analyzing cointegrated relationships in panel data. The firs...
Time series cointegration tests, even in the presence of large sample sizes, often yield conflictin...
The main aim of this paper is to compare the size and size-adjusted power properties of four residua...
In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith ...
This paper offers an overview of panel-data cointegration tests. We present the main tests based on ...
Panel unit-root and no-cointegration tests that rely on cross-sectional independence of the panel un...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
With the advent of the results on non-stationary data in time series econometrics and the increased ...
In this paper, we study the effect that different serial correlation adjustment methods can have on ...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
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