Reducing the size distortions of the panel LM Test for cointegration
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- Joakim Westerlund, 2005.
"A Panel CUSUM Test of the Null of Cointegration,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 231-262, April.
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Cited by:
- Westerlund, Joakim & Edgerton, David L., 2007. "A panel bootstrap cointegration test," Economics Letters, Elsevier, vol. 97(3), pages 185-190, December.
- Azreen Benazir Abdullah Ahmed & Sakib Amin & Charles Harvie & Rabindra Nepal, 2021. "The Nexus Between Energy and Trade in South Asia: A Panel Analysis," Economic Papers, The Economic Society of Australia, vol. 40(2), pages 134-151, June.
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