• Title of article

    A panel bootstrap cointegration test

  • Author/Authors

    Joakim Westerlund، نويسنده , , David L. Edgerton، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    6
  • From page
    185
  • To page
    190
  • Abstract
    This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The test is general enough to allow for dependence both within and between the cross-sectional units, and is shown to work well in small samples.
  • Keywords
    Panel cointegration test , Sieve bootstrap , Cross-sectional dependence
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436345

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436345