) process, we next have performed the panel data co-integration test and finally, we have estimated the ECM (for these country … time series econometric techniques of unit root test, co-integration and related error correction model for a panel data … groups for which significant income-emission cointegration was obtained) to explore the nature of dynamics implicit in the …

explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …

proposes a new test of weak exogeneity in panel cointegration models. The test has a limiting Gumbel distribution that is …

This paper addresses cointegration in small cross-sectional panel data models. In addition to dealing with … cointegrating relationships within the cross-sectional dimension, the paper explicitly addresses the issue of cointegration between …

finding indicates that cross-member cointegration exists and non-stationarity in exchange rates and fundamentals is mainly …

cointegration tests provide evidence of a long-run relationship between state-level circulations and total reserves. The estimated …

explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …