Adapting a nonparametric pooling test for use in panel cointegration models

Baltagi and Kao (2000) chronicle the emergence of panel applications of the cointegration approach. This study builds on this literature by proposing a reformulation of the pooling statistic proposed by Baltagi et al. (1996) that can be used to test for the appropriateness of this panel specification.

MoreLess

Year of publication:	2006
Authors:	Mishra, Ashok ; Moss, Charles
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 13.2006, 6, p. 355-357
Publisher:	Taylor & Francis Journals

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005471417