Finite Sample Correction Factors for Panel Cointegration Tests
Year of publication: |
2009-09
|
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Authors: | Hlouskova, Jaroslava ; Wagner, Martin |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Panel cointegration test | correction factor | response surface | simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 244 36 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
-
Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava, (2009)
-
Breaking trend panel unit root tests
Tam, Pui Sun, (2006)
-
The performance of panel cointegration methods: Results from a large scale simulation study
Wagner, Martin, (2007)
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Growth Regressions, Principal Components and Frequentist Model Averaging
Wagner, Martin, (2009)
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The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
Wagner, Martin, (2007)
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The CEEC10's Real Convergence Prospects
Wagner, Martin, (2001)
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