develop a bootstrap panel cointegration with breaks robust to cross-section dependence, shown by simulation to enjoy good size …

bootstrap test for panel cointegration robust to short- and long-run dependence across units. This test provides evidence of a …

. This paper proposes a new estimator for non-stationary panel data models, a bandspectrum cointegration estimator. The … bandspectrum cointegration estimator uses first differenced data to avoid spurious results. Such estimates are, however, less … bandspectrum cointegration estimator is more efficient than common time domain estimators, for example VECM and OLS levels …