spot.prn
Creators:
Christian Gengenbach
;
Jean-Pierre Urbain
;
Joakim Westerlund
From the dataset abstract
This paper develops panel data tests for the null hypothesis of no error correction in a model with common stochastic trends. The asymptotic distributions of the new test statistics are...
Source: Error Correction Testing in Panels with Common Stochastic Trends (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prn |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/449e4fd5-580b-4206-b013-51c514455fef/resource/f820a551-13b8-42a1-b22d-19ec8a1cb2a7/download/spot.prn |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
