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~institution:"Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund"
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cross-sectional dependence
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panel cointegration tests
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sieve bootstrap
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Department of Econometrics and Business Statistics, Monash Business School
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Cross-Sectional Correlation Robust Tests for Panel Cointegration
Hanck, Christoph
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Institut für Wirtschafts- und Sozialstatistik, …
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2006
sieve
bootstrap
procedure with joint resampling of the residuals of the different units. A simulation study shows that the …
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