Cross-sectional correlation robust tests for panel cointegration
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References listed on IDEAS
- Westerlund, Joakim & Larsson, Rolf, 2009.
"A Note On The Pooling Of Individual Panic Unit Root Tests,"
Cambridge University Press, vol. 25(06), pages 1851-1868, December.
- Westerlund, Joakim, 2007. "A Note on the Pooling of Individual PANIC Unit Root Tests," Working Papers 2007:5, Lund University, Department of Economics.
- Bierens,Herman J., 2005.
"Introduction to the Mathematical and Statistical Foundations of Econometrics,"
Cambridge University Press, number 9780521834315.
- Bierens,Herman J., 2005. "Introduction to the Mathematical and Statistical Foundations of Econometrics," Cambridge Books, Cambridge University Press, number 9780521542241, Fall.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2013.
"Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed,"
2013-12, Graduate School of Economics, Hitotsubashi University.
- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.
- Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, Open Access Journal, vol. 4(4), pages 1-16, November.
- Hassler Uwe & Werkmann Verena, 2014. "Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(1), pages 23-43, February.
- Chang, Yoosoon & Nguyen, Chi Mai, 2012. "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, vol. 167(2), pages 504-520.
- repec:eee:juipol:v:45:y:2017:i:c:p:45-60 is not listed on IDEAS
- Sheng, Xuguang & Yang, Jingyun, 2013. "An adaptive truncated product method for combining dependent p-values," Economics Letters, Elsevier, vol. 119(2), pages 180-182.
More about this item
Keywordspanel cointegration tests; cross-sectional dependence; sieve bootstrap;
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