Örsal, Deniz Dilan Karaman - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … with the help of Monte Carlo simulations. In this study the panel-‰, the group-
‰, the panel-t, the group-t statistics of …. The results
point out the existence of the Fisher relation.
Keywords: Panel Cointegration tests, Monte Carlo Study, Fisher …