On the power of panel cointegration tests: a Monte Carlo comparison
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
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4. Spurious regression and residual-based tests for cointegration in panel data;Kao;Journal of Econometrics,1999
5. On the estimation and inference of a cointegrated regression in panel data;Kao;Advances of Econometrics,2000
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