The effects of cross-section dimension \(n\) in panel co-integration test

DOI10.1016/j.cnsns.2009.05.001zbMath1221.62124OpenAlexW2029398277MaRDI QIDQ718202

Yi Hu, Xiaohua Xia, Meijin Wang, Zhan-Ming Chen

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2009.05.001

zbMATH Keywords

panel unit test

Mathematics Subject Classification ID

Related Items (1)

Higher order mean squared error of generalized method of moments estimators for nonlinear models

Cites Work

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• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Panel unit root tests under cross‐sectional dependence
• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
• New Simple Tests for Panel Cointegration

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