Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/6584
Title: New Tests For Cointegration in Heterogeneous Panels
Contributor(s): Hoang, Nam  (author)orcid 
Publication Date: 2006
Handle Link: https://hdl.handle.net/1959.11/6584
Abstract: In this paper, the performances of panel data unit root tests are considered and various estimation methods under different properties of data are compared. It is shown that weighted symmetric estimation increases the power of the tests without adversely affecting the size, for most data properties and most panels of dimensions N and T. The presence of serial correlation and cross-sectional correlation does not reduce the power of the tests significantly.
Publication Type: Working Paper
Field of Research (FOR): 140304 Panel Data Analysis
140305 Time-Series Analysis
HERDC Category Description: W Working Paper
Other Links: http://www.colorado.edu/Economics/CEA/Wps-06/wp06-09/wp06-09.pdf
http://www.colorado.edu/Economics/CEA/Wps-06/wp06-09/abstract06-09.html
Series Name: Discussion Papers in Economics
Series Number : Working Paper No. 06-09
Statistics to Oct 2018: Visitors: 146
Views: 159
Downloads: 0
Appears in Collections:UNE Business School
Working Paper

Files in This Item:
2 files
File Description SizeFormat 
Show full item record

Page view(s)

166
checked on Mar 2, 2019
Google Media

Google ScholarTM

Check


Items in Research UNE are protected by copyright, with all rights reserved, unless otherwise indicated.