Panel-Data Co-integration Tests: A Survey (notice n° 699310)
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| fixed length control field | 01044cam a2200205 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121212820.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hurlin, Christophe |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Panel-Data Co-integration Tests: A Survey |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2008.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 87 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper offers an overview of panel-data cointegration tests. We present the main tests based on the null hypothesis of no cointegration (Pedroni, Kao, Bai and Ng test; Groen andKleibergen test) and the McCoskey and Kao test based on the null hypothesis of cointegration. We also discuss issues relating to the comparison of test size and power, inference, and the estimation of cointegrated systems. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | cointegration |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | unit root |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | non-stationary panel data |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mignon, Valérie |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 180-181 | 4 | 2008-08-01 | p. 241-265 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2007-4-page-241?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2007-4-page-241?lang=en&redirect-ssocas=7080</a> |
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