Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis

Econometric Theory

Volumn 20, Issue 3, 2004, Pages 597-625

  Pedroni, Peter ^a  

^a WILLIAMS COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2542568123     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604203073     Document Type: Article

References (38)

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