On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111
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More about this item
KeywordsPanel data; Panel cointegration tests;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-11-28 (All new papers)
- NEP-ECM-2002-11-28 (Econometrics)
- NEP-ETS-2002-11-28 (Econometric Time Series)
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