Adapting a nonparametric pooling test for use in panel cointegration models

Ashok K. Mishra and Charles B Moss ()

Applied Economics Letters, 2006, vol. 13, issue 6, pages 355-357

Abstract: Baltagi and Kao (2000) chronicle the emergence of panel applications of the cointegration approach. This study builds on this literature by proposing a reformulation of the pooling statistic proposed by Baltagi et al . (1996) that can be used to test for the appropriateness of this panel specification.

Date: 2006
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