A panel bootstrap cointegration test
Research output: Contribution to journal › Article
This paper proposes a bootstrap test for the null hypothesis of cointegration in panel data. The test is general enough to allow for dependence both within and between the cross-sectional units, and is shown to work well in small samples.
|Research areas and keywords||
Subject classification (UKÄ) – MANDATORY
|Publication status||Published - 2007|