Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis

DOI10.1080/03610918.2015.1011332MaRDI QIDQ5267868zbMATH OpenOpenAlexFDO

Authors Pär Sjölander, Kristofer Mansson, Ghazi Shukur

Publication date 13 June 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1011332

zbMATH Keywords

powersizewhite noiseerror correctionpanel cointegrationmultivariate testsFisher hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) White noise theory (60H40)

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Cited in

(2)

• Estimator Choice and Fisher's Paradox: A Monte Carlo Study
• A functional coefficient approach to modeling the Fisher hypothesis: worldwide evidence

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