|Title:||A meta analytic approach to testing for panel cointegration|
|Abstract:||We propose new tests for panel cointegration by extending the panel unit root tests of Choi  and Maddala and Wu  to the panel cointegration case. The tests are flexible, intuitively appealing and relatively easy to compute. We investigate the finite sample behavior in a simulation study. Several variants of the tests compare favorably in terms of both size and power with other widely used panel cointegration tests.|
|Subject Headings:||Meta analysis|
Monte Carlo study
Panel cointegration tests
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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