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Long-run trends in internal migrations in Italy : a study in panel cointegration with dependent units

Fachin, Stefano - In: Journal of applied econometrics 22 (2007) 2, pp. 401-428

Persistent link: https://www.econbiz.de/10003455462

Bootstrap inference on fully modified estimates of cointegration coefficients : a comment

Fachin, Stefano (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003073077

Bootstrap and asymptotic tests of long-run relationships in cointegrated systems

Fachin, Stefano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 543-551

Persistent link: https://www.econbiz.de/10001522154

The size and power of bootstrap and Bartlett-corrected tests of hypotheses on the cointegrating vectors

Omtzigt, Pieter; Fachin, Stefano - In: Econometric reviews 25 (2006) 1, pp. 41-60

Persistent link: https://www.econbiz.de/10003309354

Testing for breaks in cointegrated panels : with an application to the Feldstein-Horioka puzzle

Di Iorio, Francesca (contributor); … - 2007

Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap. Simulation evidence shows that the proposed...