Dataset - ZBW Journal Data Archive (Test System)

Christian Gengenbach
;
Jean-Pierre Urbain
;
Joakim Westerlund

Error Correction Testing in Panels with Common Stochastic Trends (replication...

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...
- TXT
- prn

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