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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Kao, Chihwa - 2011
In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …
Persistent link: https://www.econbiz.de/10013127390
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A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F. - 2010
Persistent link: https://www.econbiz.de/10008746090
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Testing for breaks in cointegrated panels : with an application to the Feldstein-Horioka puzzle
Di Iorio, Francesca (contributor);  … - 2007
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of European countries over the 1960 … reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long-run relationship …
Persistent link: https://www.econbiz.de/10003595345
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Testing for breaks in cointegrated panels : with an application to the Feldstein-Horioka puzzle
Di Iorio, Francesca (contributor);  … - 2007
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …
Persistent link: https://www.econbiz.de/10003631558
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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca - 2011
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of European countries over the 1960 … reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long-run relationship …
Persistent link: https://www.econbiz.de/10013132162
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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca - 2011
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …
Persistent link: https://www.econbiz.de/10013132413
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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2007
Persistent link: https://www.econbiz.de/10003647697