Hanck, Christoph2007-02-212007-02-212007-02-21http://hdl.handle.net/2003/2329410.17877/DE290R-8102We 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.enMeta analysisMonte Carlo studyPanel cointegration tests004report