This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Testing the Power of Panel Cointegration Tests When Frequency of the Data Changes: A Simulation Study

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Azhar Iqbal

Additional information is available for the following registered author(s):

Abstract

In this paper we compare the size and the power of four cointegration tests in heterogeneous panel data, with both varying intercepts and slopes. These tests are (i) Kao (1999) Tests (both Dickey-Fuller (DF) and augmented Dickey-Fuller (ADF) types of cointegration tests in panel data), (ii) McCoskey and Kao (1998) Test (Residual based LM Test for cointegration in panels), (iii) Pedroni (1997) Test, and (iv) Larsson, Lyhagen, and Lothgren (2001)?s likelihood-based (LR) panel test of cointegrating rank in heterogeneous panel models. Three of these tests, the Kao tests, the Pedroni test and the Larsson et. al. test, are constructed under the null hypothesis of no cointegration, while the other, the McCoskey and Kao LM test, is based on the null hypothesis of cointegration. Through Monte Carlo simulations, we examine whether the panel data procedures have more (or less) power as compared to single country time series data in the case of bi-directional changes in the frequency of observations. In this context, we study the consequences of increasing the frequency of the observations (e.g. from annual data to quarterly or monthly data etc) and the data spans (increasing time spans e.g. from 10 years to 20 or 30 years) as well as the effects of decreasing the frequency of the observations (e.g. from annual data to average of 3 years, 5 years or 10 years). To the best of our knowledge, no such study on the comparison of the power of panel cointegration tests when one changes the frequency of data has been done. Azhar Iqbal, Applied Economics Research Centre, University of Karachi, Karachi-75270, Pakistan. Phone: 092-21-9243168, Fax: 092-21-4829730, E-mail: drazhariqbal@yahoo.com

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Econometric Society in its series Econometric Society 2004 Far Eastern Meetings with number 442.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 11 Aug 2004
Date of revision:
Handle: RePEc:ecm:feam04:442

Contact details of provider:
Phone: 1 212 998 3820
Fax: 1 212 995 4487
Email:
Web page: http://www.econometricsociety.org/pastmeetings.asp
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Panel Cointegration Tests; Heterogeneous Panel data; Monte Carlo Simulation;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

Statistics
Access and download statistics

Did you know? Apart from a small start up grant in the 1990's, RePEc has received no funding and lives on the help of volunteers.

This page was last updated on 2009-10-29.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.