Bootstrapping and hypothesis testing in non-stationary panel data

This paper uses the wild bootstrap to compute empirically relevant critical values for the test statistics proposed by Emerson and Kao (2001). Monte Carlo simulations were then performed to evaluate the size and power properties of the bootstrapped tests.

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Year of publication:	2005
Authors:	Emerson, Jamie ; Kao, Chihwa
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 12.2005, 5, p. 313-318
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005435222