Panel cointegration - Open Access .click

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Panel Cointegration Techniques and Open Challenges

2019
Abstract This chapter discusses the challenges that shape panel cointegration techniques, with an emphasis on the challenge of maintaining the robustness of cointegration methods when temporal dependencies interact with both cross-sectional heterogeneities and dependencies.
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New Simple Tests for Panel Cointegration

Econometric Reviews, 2005
Joakim Westerlund
exaly

Energy Consumption and Economic Growth in Central America: Evidence From a Panel Cointegration and Error Correction Model

Energy Economics, 2009
Nicholas Apergis
exaly

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

2001
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Financial Development and Economic Growth: Evidence From Panel Unit Root and Cointegration Tests

Journal of Development Economics, 2004
Efthymios G. Tsionas, Christopoulos Dimitris +1 more
exaly

Error-Correction–Based Cointegration Tests for Panel Data

The Stata Journal, 2008
Joakim Westerlund, Damiaan Persyn
exaly

On the Power of Panel Cointegration Tests: A Monte Carlo Comparison

Economics Letters, 2003
Luciano Gutierrez
exaly