| 000 | 01044cam a2200205 4500500 | ||
|---|---|---|---|
| 005 | 20250121212820.0 | ||
| 041 | _afre | ||
| 042 | _adc | ||
| 100 | 1 | 0 |
_aHurlin, Christophe _eauthor |
| 700 | 1 | 0 |
_a Mignon, Valérie _eauthor |
| 245 | 0 | 0 | _aPanel-Data Co-integration Tests: A Survey |
| 260 | _c2008. | ||
| 500 | _a87 | ||
| 520 | _aThis 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 | _acointegration | ||
| 690 | _aunit root | ||
| 690 | _anon-stationary panel data | ||
| 786 | 0 | _nEconomie & prévision | o 180-181 | 4 | 2008-08-01 | p. 241-265 | 0249-4744 | |
| 856 | 4 | 1 | _uhttps://shs.cairn.info/journal-economie-et-prevision-1-2007-4-page-241?lang=en&redirect-ssocas=7080 |
| 999 |
_c699310 _d699310 |
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