Trofimov, Ivan D. - In: European Journal of Government and Economics (EJGE) 12 (2023) 1, pp. 5-38
root and Westerlund (2007) cointegration tests that account for cross-sectional dependence in the series, and three panel … causality tests (Toda-Yamamoto, Dumitrescu-Hurlin and Juodis-Karavias-Sarafidis) that are suitable for mixed order of series …