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 …

(panel) unit root and cointegration techniques, widely used by now in the Kuznets curve literature, cannot be applied …, is that the unit root and cointegration methods have been used too uncritically. In particular the notorious small sample … problems of unit root and cointegration problems have been neglected. By applying various bootstrap algorithms and several …

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

cointegrating properties of the underlying PVAR model. This transformed framework is also used to derive unit-root and cointegration … suggests that the ML estimator and the tests of hypotheses and cointegration that are based on it perform well in small samples …

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 …

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 …