A sieve bootstrap range test for poolability in dependent cointegrated panels
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More about this item
KeywordsPoolability; Panel cointegration; sieve bootstrap.;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-09 (All new papers)
- NEP-ECM-2011-08-09 (Econometrics)
- NEP-ETS-2011-08-09 (Econometric Time Series)
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