A Monte Carlo Comparison of Tests for Cointegration in Panel Data
Year of publication: |
1997-12-20
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Authors: | McCoskey, Suzanne ; Kao, Chihwa |
Institutions: | EconWPA |
Subject: | Panel Cointegration |
Extent: | application/postscript application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Tex; prepared on IBM PC ; to print on HP/PostScript; pages: 44 44 pages |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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