A Meta Analytic Approach to Testing for Panel Cointegration
نویسندگان
چکیده
منابع مشابه
A Meta Analytic Approach to Testing for Panel Cointegration
We propose new tests for panel cointegration by extending the panel unit root tests of Choi [2001] and Maddala and Wu [1999] to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute. We investigate the finite sample behavior in a simulation study. Several variants of the tests compare favorably in terms of both size and power with other widel...
متن کاملwww.econstor.eu A Meta Analytic Approach to Testing for Panel Cointegration
We propose new tests for panel cointegration by extending the panel unit root tests of Choi [2001] and Maddala and Wu [1999] to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute. We investigate the finite sample behavior in a simulation study. Several variants of the tests compare favorably in terms of both size and power with other widel...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2009
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610910902750039