A simple sieve bootstrap range test for poolability in dependent cointegrated panels

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 2
Pages: 154-156

Authors (2)

Di Iorio, Francesca (not in RePEc) Fachin, Stefano

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We develop a sieve bootstrap range test for poolability of cointegrating regressions in dependent panels and evaluate by simulation its performances. The test seems to have good size and power properties even with small cross-sections, moderate time samples, and low heterogeneity.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:2:p:154-156
Journal Field
General
Author Count
2
Added to Database
2026-01-25