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A panel bootstrap cointegration test

  • Westerlund, Joakim
  • Edgerton, David L.

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4P0VCWX-1/2/fa5b3afe60fde1cffa6c367743940c79
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 97 (2007)
Issue (Month): 3 (December)
Pages: 185-190

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Handle: RePEc:eee:ecolet:v:97:y:2007:i:3:p:185-190
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Westerlund, Joakim, 2006. "Reducing the size distortions of the panel LM Test for cointegration," Economics Letters, Elsevier, vol. 90(3), pages 384-389, March.
  2. Psaradakis, Zacharias, 2001. "On bootstrap inference in cointegrating regressions," Economics Letters, Elsevier, vol. 72(1), pages 1-10, July.
  3. Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers 1251, Cowles Foundation for Research in Economics, Yale University.
  4. Chihwa Kao & Suzanne McCoskey, 1997. "A Residual-Based Test Of The Null Of Cointegration In Panel Data," Econometrics 9711002, EconWPA.
  5. Joon Y. Park, 2000. "Bootstrap Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 1587, Econometric Society.
  6. Yoosoon Chang & Joon Y. Park, 2003. "A Sieve Bootstrap For The Test Of A Unit Root," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 379-400, 07.
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