Örsal, Deniz Dilan Karaman - In: Economics Bulletin 3 (2008) 6, pp. 1-20
The main aim of this paper is to compare the size and size-adjusted power properties of four residual-based and one maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-rho, the group-rho, the parametric panel-t, the parametric...
