On the power of panel cointegration tests: a Monte Carlo comparison
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- Haug, Alfred A., 1996.
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- Engle, Robert & Granger, Clive, 2015.
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- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
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1222, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
- Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
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