This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of a level break. The tests are general enough to allow for endogenous regressors, serial correlation and heterogeneous breaks of unknown timing. The limiting distributions of the tests are derived and critical values are provided. We also conduct a small Monte Carlo study to investigate their finite sample properties. (c) 2005 Elsevier B.V. All rights reserved
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
[eng]We propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration al...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointe...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
[eng]We propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration al...
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The tes...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...
We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All...