A meta analytic approach to testing for panel cointegration

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DC Element	Wert	Sprache
dc.contributor.author	Hanck, Christoph	-
dc.date.accessioned	2007-02-21T14:37:10Z	-
dc.date.available	2007-02-21T14:37:10Z	-
dc.date.issued	2007-02-21T14:37:10Z	-
dc.identifier.uri	http://hdl.handle.net/2003/23294	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-8102	-
dc.description.abstract	We propose new tests for panel cointegration by extending the panel unit root tests of Choi [2001] and Maddala and Wu [1999] 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.	en
dc.language.iso	en	de
dc.subject	Meta analysis	en
dc.subject	Monte Carlo study	en
dc.subject	Panel cointegration tests	en
dc.subject.ddc	004	-
dc.title	A meta analytic approach to testing for panel cointegration	en
dc.type	Text	-
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
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