Error–correction–based cointegration tests for panel data
| dc.creator | Persyn, Damiaan | |
| dc.creator | Westerlund, Joakim | |
| dc.date | 2017-04-01T13:48:33Z | |
| dc.date.accessioned | 2026-07-09T06:00:55Z | |
| dc.description | This article describes a new Stata command called xtwest, which implements the four error-correction–based panel cointegration tests developed by Westerlund (2007). The tests are general enough to allow for a large degree of heterogeneity, both in the long-run cointegrating relationship and in the short-run dynamics, and dependence within as well as across the cross-sectional units. | |
| dc.identifier | Other:st0146 | |
| dc.identifier | doi:10.22004/ag.econ.122588 | |
| dc.identifier | https://ageconsearch.umn.edu/record/122588/files/sjart_st0146.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/122588 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/571294 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/122588 | |
| dc.title | Error–correction–based cointegration tests for panel data | |
| dc.type | Text |