Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson and Chihwa Kao

Applied Economics Letters, 2005, vol. 12, issue 5, 313-318

Abstract: This paper uses the wild bootstrap to compute empirically relevant critical values for the test statistics proposed by Emerson and Kao (2001). Monte Carlo simulations were then performed to evaluate the size and power properties of the bootstrapped tests.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:12:y:2005:i:5:p:313-318

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DOI: 10.1080/13504850500043965

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