Brücker, Herbert; Siliverstovs, Boriss; Trübswetter, … - 2003
null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The … univariate Augmented Dickey-Fuller test as well as its panel data version, developed in Im, Pesaran, and Shin (2003), to test for …