Spurious regression and residual-based tests for cointegration in panel data (Q1305656): Difference between revisions

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+Q3794956
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Five alternative methods of estimating long-run equilibrium relationships
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+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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+Tests for cointegration. A Monte Carlo comparison
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+Testing for unit roots in heterogeneous panels.
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+A residual-based test of the null of cointegration in panel data
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for a unit root in time series regression
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+Exploiting cross-section variation for unit root inference in dynamic data
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+https://doi.org/10.1016/s0304-4076(98)00023-2
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+W2125331782
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