Reducing the size distortions of the panel LM test for cointegration (Q1929061)

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Reducing the size distortions of the panel LM test for cointegration
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    title
    Reducing the size distortions of the panel LM test for cointegration (English)
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    author
    Joakim Westerlund
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    publication date
    7 January 2013
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F03
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    zbMATH DE Number
    6122289
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    zbMATH Keywords
    panel cointegration
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    size distortion
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    bonferroni inequality
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