DOIAbstract
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
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
Stability tests for cointegrating coefficients are known to have very low power with small to medium...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
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...
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...
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...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
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...
Testing for cointegration in dependent panels via residual-based bootstrap method
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
Stability tests for cointegrating coefficients are known to have very low power with small to medium...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
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...
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...
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...
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence ...
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...
Testing for cointegration in dependent panels via residual-based bootstrap method
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
Stability tests for cointegrating coefficients are known to have very low power with small to medium...
We propose new tests for panel cointegration by extending the panel unit root tests of choi (2001 ch...
We address the issue of panel cointegration testing in dependent panels, showing by simulations that...
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