The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
Year of publication: |
2007-05
|
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Authors: | Wagner, Martin ; Hlouskova, Jaroslava |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Cross-sectional dependence | estimator | panel cointegration | simulation study | test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 210 45 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
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