In Choi ()
No 1208, Working Papers from Research Institute for Market Economy, Sogang University
This paper surveys the literature on panel cointegration. It starts by dis- cussing cointegrating panel regressions for both cross-sectionally independent and correlated panels. It then introduces three groups of tests for panel coin-tegration : residual-based tests for the null of noncointegration, residual-based tests for the null of cointegration, and tests based on vector autoregression.
Pages: 42 pages
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Persistent link: https://EconPapers.repec.org/RePEc:sgo:wpaper:1208
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