## Abstract This paper illustrates that, under the null hypothesis of no cointegration, the correlation of __p__βvalues from a singleβequation residualβbased test (i.e., __ADF__ or $\widehat{Z}\_{\alpha}$) with a systemβbased test (trace or maximum eigenvalue) is very low even as the sample size ge
β¦ LIBER β¦
Mixed signals among tests for panel cointegration
β Scribed by Joakim Westerlund; Syed A. Basher
- Book ID
- 116423757
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 169 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0264-9993
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