Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1999
Volume: 61
Issue: S1
Pages: 653-670

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Asymptotic distributions and critical values are computed for several residual‐based tests of the null of no cointegration in panels for the case of multiple regressors, including regressions with individual‐specific fixed effects and time trends. The associated cointegrating vectors and the dynamics of the underlying error processes are permitted considerable heterogeneity across individual members of the panel.

Technical Details

RePEc Handle
repec:bla:obuest:v:61:y:1999:i:s1:p:653-670
Journal Field
General
Author Count
1
Added to Database
2026-01-29