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The monetary exchange rate model as a long-run phenomenon

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Does environmental quality influence health expenditures? : empirical evidence from a panel of selected OECD countries

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Comparison of panel cointegration tests

Örsal, Deniz Dilan Karaman (contributor) - 2007

The main aim of this paper is to compare the size and size-adjusted power properties of four residual-based and one 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...