Showing 1 - 10 of 1,506
Persistent link: https://www.econbiz.de/10012488685
Persistent link: https://www.econbiz.de/10013184875
Persistent link: https://www.econbiz.de/10011989654
Persistent link: https://www.econbiz.de/10014580633
Persistent link: https://www.econbiz.de/10014253445
Persistent link: https://www.econbiz.de/10000560436
Persistent link: https://www.econbiz.de/10000675027
Persistent link: https://www.econbiz.de/10000565130
Persistent link: https://www.econbiz.de/10003718342
maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …
Persistent link: https://www.econbiz.de/10003633799