This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic …

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic … components are considered. -- cross-sectional dependence ; estimator ; panel cointegration ; simulation study ; test …

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and …

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …

have been conducted for both time series and panel data. When using such methods several issues arise: the effects of a … short time dimension, in a panel context the effects of cross-sectional dependence, and the presence of nonlinear … Ushaped relationship between GDP and CO2 emissions. -- Carbon Kuznets Curve ; panel data ; unit roots ; cointegration …

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and … considered are T ϵ {10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 200, 500}. -- panel cointegration test ; correction factor …