Intersection tests for the cointegrating rank in dependent panel data
Author:
Affiliation:
1. Methodology Center, Leuphana Universität Lüneburg, Universitätsallee 1, 21335 Lüneburg, Germany;
2. Methodology Center and Institute of Economics, Leuphana Universität Lüneburg
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1489552
Reference27 articles.
1. PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
2. Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence
3. Panel unit root tests under cross-sectional dependence
4. Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach
5. La fonction de dépendance empirique et ses propriétés. Un test non paramétrique d'indépendance
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