Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

• 1 November 1999
• journal article
• Published by Wiley in Oxford Bulletin of Economics and Statistics
• Vol. 61  (s1) , 653-670
• https://doi.org/10.1111/1468-0084.0610s1653

Abstract

Keywords

• TIME SERIES
• CRITICAL VALUE
• COINTEGRATION TEST
• FIXED EFFECTS
• ASYMPTOTIC DISTRIBUTION

All Related Versions

• Version 1, 2000-02-01, RePEc (Unconfirmed version)