A meta analytic approach to testing for panel cointegration

Christoph Hanck

We propose new tests for panel cointegration by extending the panel unit root of Choi [2001] and Maddala and Wu [1999] to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute. We investigate the finite sample behavior in a simulation study. Several variants of the tests compare favorably in terms of both size and power with other widely used panel cointegration tests. -- panel cointegration tests ; Monte Carlo study ; meta analysis

Year of publication:	15 Jan. 2007
Other Persons:	Hanck, Christoph (contributor)
Publisher:	Dortmund : Univ., SFB 475
Subject:	Panel \| Panel study \| Kointegration \| Cointegration \| Meta-Analyse \| Meta-analysis \| Theorie \| Theory

freely available

Full text |

More access options

www.sfb475.uni-dortmund.de

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003482776

A service of the