A panel bootstrap cointegration test
type: Item
instance of: scholarly article
title: A panel bootstrap cointegration test
zbMATH Open document ID: 1255.62389
author: Joakim Westerlund
author: David L. Edgerton
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6131299
zbMATH Keywords: panel cointegration test
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: sieve bootstrap
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.03.003
OpenAlex ID: W2011578911
cites work: Bootstrap unit root tests in panels with cross-sectional dependency
cites work: A Sieve Bootstrap For The Test Of A Unit Root
cites work: Q5312885
cites work: A residual-based test of the null of cointegration in panel data
cites work: Bootstrap Unit Root Tests
cites work: On bootstrap inference in cointegrating regressions
cites work: Reducing the size distortions of the panel LM test for cointegration
DOI: 10.1016/J.ECONLET.2007.03.003
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description: scientific article; zbMATH DE number 6131299