Spurious regression and residual-based tests for cointegration in panel data

Journal of Econometrics

Volumn 90, Issue 1, 1999, Pages 1-44

  Kao, Chihwa ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

ADF; DF; LSDV; Panel data; Residual based tests; Sequential limit theory; Spurious regression

Indexed keywords

EID: 0346703006     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00023-2     Document Type: Article

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