Small Sample Properties Of Panel Cointegration Tests In The Presence Of Structural Change
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More about this item
Keywords
panel cointegration; Pedroni tests; Monte Carlo studies; data with structural break; macroeconomic econometrics;All these keywords.
JEL classification:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
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