Mixed signals among tests for panel cointegration

Author:

Westerlund Joakim,Basher Syed A.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference20 articles.

1. The long-run relation between black market and official exchange rates: evidence from panel cointegration;Bahmani-Oskooee;Economics Letters,2002

2. Some cautions on the use of panel methods for integrated series of macroeconomic data;Banerjee;Econometric Journal,2004

3. Breitung, J., Pesaran, M.H, in press. Unit roots and cointegration in panels. Forthcoming in Matyas, L., Sevestre, P. (Eds.), The Econometrics of Panel Data, Klüver Academic Press.

4. A panel cointegration approach to the estimation of the peseta real exchange rate;Camarero;Journal of Macroeconomics,2002

5. The Abrams curve of government size and unemployment: evidence from panel data;Christopoulos;Applied Economics,2005

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