The methods listed in the title are compared by means of a simulation study and a real world application. The aspects compared via simulations are the performance of the tests for the cointegrating rank and the "quality" of the estimated cointegrating space. The subspace algorithm method,...

In this paper we present finite "T" mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in <link rid="b15 b16">Pedroni (1999, 2004)</link>, <link rid="b21">Westerlund (2005)</link>, <link rid="b12">Larsson "et al." (2001)</link> and <link rid="b6">Breitung (2005)</link>. For the single equation tests, we consider...