Residual based tests for cointegration in dependent panels
Year of publication: |
2012
|
---|---|
Authors: | Chang, Yoosoon ; Nguyen, Chi Mai |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 167.2012, 2, p. 504-520
|
Publisher: |
Elsevier |
Subject: | Panel cointegration tests | Testing instruments | Nonstationary panel | Cross-sectional dependency |
-
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús, (2001)
-
Nonlinearly testing for a unit root in the presence of a break in the mean
Gluschenko, Konstantin, (2004)
-
Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
Jönsson, Kristian, (2006)
- More ...
-
Residual based tests for cointegration in dependent panels
Chang, Yoosoon, (2012)
-
Residual based tests for cointegration in dependent panels
Chang, Yoosoon, (2012)
-
Non‐stationary regression with logistic transition
Chang, Yoosoon, (2012)
- More ...