✦ LIBER ✦

On the power of panel cointegration tests: a Monte Carlo comparison

✍ Scribed by Luciano Gutierrez

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Temporal Aggregation and the Power of Co

✍ Alfred A. Haug 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 104 KB

Panel Unit-root Tests for Cross-sectiona

✍ Luciano Gutierrez 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB

Testing for cointegration: power versus

✍ Jesus Otero; Jeremy Smith 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 37 KB

Residual based tests for cointegration:

✍ Alfred A. Haug 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Small sample corrections for linear rest

✍ Alessandra Canepa 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 149 KB

A Monte Carlo Comparison of Three Tests

✍ Brett Myors 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 99 KB