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https://hdl.handle.net/1959.11/8357
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hoang, Nam | en |
dc.date.accessioned | 2011-08-18T12:01:00Z | - |
dc.date.issued | 2010 | - |
dc.identifier.citation | Annual Conference of Economists (ACE10) Papers, p. 1-44 | en |
dc.identifier.uri | https://hdl.handle.net/1959.11/8357 | - |
dc.description.abstract | This 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.language | en | en |
dc.publisher | Economic Society of Australia Inc | en |
dc.relation.ispartof | Annual Conference of Economists (ACE10) Papers | en |
dc.relation.ispartofseries | Australian Conference of Economists Papers | en |
dc.title | New Tests for Cointegration in Heterogeneous Panels | en |
dc.type | Conference Publication | en |
dc.relation.conference | ACE 2010: 39th Annual Australian Conference of Economists | en |
dc.subject.keywords | Time-Series Analysis | en |
dc.subject.keywords | Panel Data Analysis | en |
local.contributor.firstname | Nam | en |
local.subject.for2008 | 140304 Panel Data Analysis | en |
local.subject.for2008 | 140305 Time-Series Analysis | en |
local.subject.seo2008 | 910103 Economic Growth | en |
local.subject.seo2008 | 910101 Balance of Payments | en |
local.subject.seo2008 | 910109 Savings and Investments | en |
local.profile.school | UNE Business School | en |
local.profile.email | nhoang3@une.edu.au | en |
local.output.category | E1 | en |
local.record.place | au | en |
local.record.institution | University of New England | en |
local.identifier.epublicationsrecord | une-20110818-105150 | en |
local.date.conference | 27th - 29th September, 2010 | en |
local.conference.place | Sydney, Australia | en |
local.publisher.place | Willoughby, Australia | en |
local.identifier.runningnumber | Paper ID: 168 | en |
local.format.startpage | 1 | en |
local.format.endpage | 44 | en |
local.series.number | ACE2010 | en |
local.peerreviewed | Yes | en |
local.contributor.lastname | Hoang | en |
dc.identifier.staff | une-id:nhoang3 | en |
local.profile.orcid | 0000-0003-2938-1209 | en |
local.profile.role | author | en |
local.identifier.unepublicationid | une:8533 | en |
dc.identifier.academiclevel | Academic | en |
local.title.maintitle | New Tests for Cointegration in Heterogeneous Panels | en |
local.output.categorydescription | E1 Refereed Scholarly Conference Publication | en |
local.relation.url | https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=ACE10&paper_id=168 | en |
local.conference.details | ACE 2010: 39th Annual Australian Conference of Economists, Sydney, Australia, 27th - 29th September, 2010 | en |
local.search.author | Hoang, Nam | en |
local.uneassociation | Unknown | en |
local.year.published | 2010 | en |
local.date.start | 2010-09-27 | - |
local.date.end | 2010-09-29 | - |
Appears in Collections: | Conference Publication UNE Business School |
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