A panel bootstrap cointegration test
| Data(s) |
01/12/2007
|
|---|---|
| Resumo |
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. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30078221/westerlund-apanelbootstrap-2007.pdf http://www.dx.doi.org/10.1016/j.econlet.2007.03.003 |
| Direitos |
2007, Elsevier |
| Palavras-Chave | #Cross-sectional dependence #Panel cointegration test #Sieve bootstrap #Social Sciences #Economics #Business & Economics |
| Tipo |
Journal Article |
