The panel cointegration test of Larsson et al (1998) test for the maximum number of cointegrating relations in a … dynamic panel given the assumption of a common cointegrating rank. This paper presents a test for this assumption. The test is … based on the test statistic of Larsson et al (1998) and a new panel test based on the principal component estimator of …

This paper presents a general likelihood-based framework for inference in panel-VAR models with cointegrating …

This paper presents a likelihood-based panel test of cointegrating rank in heterogeneous panel models based on the mean …