The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study

Econometric Reviews

Volumn 29, Issue 2, 2009, Pages 182-223

  Wagner, Martin ^a,b   Hlouskova, Jaroslava ^a  

^a INSTITUTE FOR ADVANCED STUDIES   (Austria)

^b Frisch Centre for Economic Research   (Norway)

Author keywords

Cross sectional dependence; Estimator; Panel cointegration; Simulation study; Test

Indexed keywords

EID: 77950978764     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930903382182     Document Type: Article

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