A Panel CUSUM Test of the Null of Cointegration
Year of publication: |
2003-11-10
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Authors: | Westerlund, Joakim |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | Panel Cointegration | Residual Based Cointegration Test | Monte Carlo Simulation | International R&D Spillovers |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Oxford Bulletin of Economics and Statistics, 2005, pages 231-262. The text is part of a series Working Papers Number 2003:15 11 pages |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C33 - Models with Panel Data |
Source: |
-
Testing for Panel Cointegration with Multiple Structural Breaks
Westerlund, Joakim, (2005)
-
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
Westerlund, Joakim, (2006)
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Panel Cointegration Tests with Deterministic Trends and Structural Breaks
Westerlund, Joakim, (2005)
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A Note on the Pooling of Individual PANIC Unit Root Tests
Westerlund, Joakim, (2007)
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Simple Tests for Cointegration in Dependent Panels with Structural Breaks
Westerlund, Joakim, (2006)
-
Testing for Panel Cointegration with Multiple Structural Breaks
Westerlund, Joakim, (2005)
- More ...