Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

Kaddour Hadri (), Eiji Kurozumi (), 英司 黒住 and Yao Rao

No 2013-12, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: cointegration; panel cointegration; cross-section dependence; bias correction; DOLS; FCLT (search for similar items in EconPapers)
JEL-codes: C12 C15 C22 C23 (search for similar items in EconPapers)
Pages: 36 pages
Date: 2013-09
New Economics Papers: this item is included in nep-ecm and nep-ets
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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/25907/070econDP13-12.pdf

Related works:
Journal Article: Novel panel cointegration tests emending for cross‐section dependence with N fixed (2015)
Working Paper: Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2013-12

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