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On the power of panel cointegration tests: a Monte Carlo comparison · Study

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ArticleOn the power of panel cointegration tests: a Monte Carlo comparison

Luciano Gutierrez2003

Article2003

On the power of panel cointegration tests: a Monte Carlo comparison

Luciano Gutierrez

169 citations·0/0 files stored·Economics Letters

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS 1999Spurious regression and residual-based tests for cointegration in panel data 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1999Linear Regression Limit Theory for Nonstationary Panel Data 1994Five alternative methods of estimating long-run equilibrium relationships 2001Likelihood‐based cointegration tests in heterogeneous panels

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Year2003

Typearticle

Published2003-05-19

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations169

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/s0165-1765(03)00066-1

openalex_workW1978594532

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