On the power of panel cointegration tests: a Monte Carlo comparison
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 80 (2003)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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- Karlsson, Sune & Löthgren, Mickael, 1999.
"On the power and interpretation of panel unit root tests,"
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- Peter C. B. Phillips & Hyungsik R. Moon, 1999.
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- Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation for Research in Economics, Yale University.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
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