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A new poolability test for cointegrated panels (replication data)
This paper proposes a new test of the null hypothesis that the parameters in a cointegrated panel data regression are equal across the cross-section. The asymptotic distribution... -
Forecast encompassing tests and probability forecasts (replication data)
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarithmic scoring rules. We propose test statistics for the null of forecast...
