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dc.contributor.authorHanck, Christoph-
dc.date.accessioned2007-02-21T14:37:10Z-
dc.date.available2007-02-21T14:37:10Z-
dc.date.issued2007-02-21T14:37:10Z-
dc.identifier.urihttp://hdl.handle.net/2003/23294-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8102-
dc.description.abstractWe 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.isoende
dc.subjectMeta analysisen
dc.subjectMonte Carlo studyen
dc.subjectPanel cointegration testsen
dc.subject.ddc004-
dc.titleA meta analytic approach to testing for panel cointegrationen
dc.typeText-
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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