Error-correction–based cointegration tests for panel data
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- Persyn, Damiaan & Westerlund, Joakim, 2008. "Error–correction–based cointegration tests for panel data," Stata Journal, StataCorp LP, vol. 8(2), pages 1-10.
References listed on IDEAS
- Whitney K. Newey & Kenneth D. West, 1994.
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- Newey, W.K. & West, K.D., 1992. "Automatic Lag Selection in Covariance Matrix Estimation," Working papers 9220, Wisconsin Madison - Social Systems.
- Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
- Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
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- Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers 1585, Econometric Society.
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Keywordsxtwest; panel cointegration test; common-factor restriction; cross-sectional dependence; health-care expenditures;
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