Adapting a nonparametric pooling test for use in panel cointegration models

Ashok Mishra () and Charles Moss

Applied Economics Letters, 2006, vol. 13, issue 6, 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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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:13:y:2006:i:6:p:355-357

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DOI: 10.1080/13504850500394327

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