Article ID Journal Published Year Pages File Type
5062320 Economics Letters 2007 6 Pages PDF
Abstract
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The test is general enough to allow for dependence both within and between the cross-sectional units, and is shown to work well in small samples.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A panel bootstrap cointegration test
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