For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

We consider a class of panel tests covering tests for the null hypothesis of no cointegration as well as cointegration …

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration, the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …

Using recently developed panel unit root and panel cointegration tests and the Fully-Modified OLS (FMOLS) methodology … of the macro variables included in the model exhibit unit roots, yet, at the same time, Pedroni's panel cointegration …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The …

We consider a class of panel tests of the null hypothesis of no cointegration and cointegration. All tests under …