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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 | - |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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tr02-07.pdf | DNB | 235.89 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
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