The panel cointegration test of Larsson et al (1998) test for the maximum number of cointegrating relations in a …

best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …

best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

This paper generalizes the existing cointegration analysis literature in two respects. Firstly, the problem of …

derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

This paper introduces a class of cointegration tests based on estimated low-pass and high-pass regression coefficients … cointegration in a n + k multivariate system with n cointegrating relationships without the need of either detrending nor … cointegration under the null without the need of special tables.  Small sample quantiles for these wavelet statistics are obtained …