A panel bootstrap cointegration test
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References listed on IDEAS
- Suzanne McCoskey & Chihwa Kao, 1998.
"A residual-based test of the null of cointegration in panel data,"
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- Bénédicte Vidaillet & V. D'Estaintot & P. Abécassis, 2005. "Introduction," Post-Print hal-00287137, HAL.
- Joon Y. Park, 2003.
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Econometric Society, vol. 71(6), pages 1845-1895, November.
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- Park, Joon, 2002. "Bootstrap Unit Root Tests," Working Papers 2003-04, Rice University, Department of Economics.
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- 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.
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