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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/8357
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dc.contributor.authorHoang, Namen
dc.date.accessioned2011-08-18T12:01:00Z-
dc.date.issued2010-
dc.identifier.citationAnnual Conference of Economists (ACE10) Papers, p. 1-44en
dc.identifier.urihttps://hdl.handle.net/1959.11/8357-
dc.description.abstractThis paper makes the following contributions to the existing literature on panel cointegration. First, two new tests based on the principle of weighted symmetric estimation are proposed for panel cointegration testing. Second, the asymptotic distributions of these new tests are examined, and these are shown to be well defined Weiner processes that are free of nuisance parameters. Third, the size and power properties of the proposed tests are studied with a Monte Carlo simulation, and their properties are found to be superior to those of the existing tests across a range of environments.en
dc.languageenen
dc.publisherEconomic Society of Australia Incen
dc.relation.ispartofAnnual Conference of Economists (ACE10) Papersen
dc.relation.ispartofseriesAustralian Conference of Economists Papersen
dc.titleNew Tests for Cointegration in Heterogeneous Panelsen
dc.typeConference Publicationen
dc.relation.conferenceACE 2010: 39th Annual Australian Conference of Economistsen
dc.subject.keywordsTime-Series Analysisen
dc.subject.keywordsPanel Data Analysisen
local.contributor.firstnameNamen
local.subject.for2008140304 Panel Data Analysisen
local.subject.for2008140305 Time-Series Analysisen
local.subject.seo2008910103 Economic Growthen
local.subject.seo2008910101 Balance of Paymentsen
local.subject.seo2008910109 Savings and Investmentsen
local.profile.schoolUNE Business Schoolen
local.profile.emailnhoang3@une.edu.auen
local.output.categoryE1en
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20110818-105150en
local.date.conference27th - 29th September, 2010en
local.conference.placeSydney, Australiaen
local.publisher.placeWilloughby, Australiaen
local.identifier.runningnumberPaper ID: 168en
local.format.startpage1en
local.format.endpage44en
local.series.numberACE2010en
local.peerreviewedYesen
local.contributor.lastnameHoangen
dc.identifier.staffune-id:nhoang3en
local.profile.orcid0000-0003-2938-1209en
local.profile.roleauthoren
local.identifier.unepublicationidune:8533en
dc.identifier.academiclevelAcademicen
local.title.maintitleNew Tests for Cointegration in Heterogeneous Panelsen
local.output.categorydescriptionE1 Refereed Scholarly Conference Publicationen
local.relation.urlhttps://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=ACE10&paper_id=168en
local.conference.detailsACE 2010: 39th Annual Australian Conference of Economists, Sydney, Australia, 27th - 29th September, 2010en
local.search.authorHoang, Namen
local.uneassociationUnknownen
local.year.published2010en
local.date.start2010-09-27-
local.date.end2010-09-29-
Appears in Collections:Conference Publication
UNE Business School
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