Wagner, Martin; Müller-Fürstenberger, Georg - Department Volkswirtschaftlehre, Universität Bern - 2004
(panel) unit root and cointegration techniques, widely used by now in the Kuznets curve literature, cannot be applied …, is that the unit root and cointegration methods have been used too uncritically. In particular the notorious small sample … problems of unit root and cointegration problems have been neglected. By applying various bootstrap algorithms and several …