New Simple Tests for Panel Cointegration
Author
Department/s
Publishing year
2005
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
8
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Panel Cointegration
- Residual-Based Tests
- Cross-Sectional Dependence
- Monte Carlo Simulation
Status
Published