The effects of cross-section dimension n in panel co-integration test

Communications in Nonlinear Science and Numerical Simulation

Volumn 15, Issue 4, 2010, Pages 1019-1027

  Hu, Yi ^a   Xia, Xiaohua ^a   Wang, Meijin ^a   Chen, Zhanming ^b  

^a SUN YAT SEN UNIVERSITY   (China)

^b Peking University   (China)

Author keywords

Cross section dimensions; Panel co integration test; Panel unit test

Indexed keywords

INTEGRATION; TESTING;

AUTO CORRELATION; COINTEGRATION TEST; CROSS-SECTION DIMENSION; GENERAL APPLICATIONS; PANEL CO-INTEGRATION TEST; PANEL COINTEGRATION; PANEL UNIT TEST; STANDARD NORMAL DISTRIBUTIONS; UNIT TESTS;

NORMAL DISTRIBUTION;

EID: 70350349424     PISSN: 10075704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cnsns.2009.05.001     Document Type: Article

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