Add to ORKGWe address the issue of panel cointegration testing in dependent panels, showing by simulations that tests based on the stationary bootstrap deliver good size and power performances even with small time and cross-section sample sizes and allowing for a break at a known date. They can thus be an empirically important alternative to asymptotic methods based on the estimation of common factors. Potential extensions include test for cointegration allowing for a break in the cointegrating coefficients at an unknown date
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...
With the advent of the results on non-stationary data in time series econometrics and the increased ...
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
Stability tests for cointegrating coefficients are known to have very low power with small to medium...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
Testing for cointegration in dependent panels via residual-based bootstrap method
Stability tests for cointegrating coe±cients are known to have very low power with small to medium ...
Panel unit-root and no-cointegration tests that rely on cross-sectional independence of the panel un...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
The paper proposes statistics to test the null hypothesis of no cointegration in panel data when com...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...
With the advent of the results on non-stationary data in time series econometrics and the increased ...
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
Stability tests for cointegrating coefficients are known to have very low power with small to medium...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
Testing for cointegration in dependent panels via residual-based bootstrap method
Stability tests for cointegrating coe±cients are known to have very low power with small to medium ...
Panel unit-root and no-cointegration tests that rely on cross-sectional independence of the panel un...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
The paper proposes statistics to test the null hypothesis of no cointegration in panel data when com...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
We use meta-analytic procedures to develop new tests for panel cointegration, combining p-values fro...
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...
With the advent of the results on non-stationary data in time series econometrics and the increased ...
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel un...