Document Type

Working Paper

Date

1999

Keywords

cointegration in panel data, panel data, time-series models, dynamic quantile regressions

Language

English

Disciplines

Mathematics

Description/Abstract

This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed for cointegration in panel data. In particular, tests for two panel models, varying intercepts and varying slopes, and varying intercepts and common slopes are presented from the literature with a total of seven tests being simulated. In all cases, results on empirical size and size-adjusted power are given.

Additional Information

Harvest from RePEc at http://repec.org

Source

Metadata from RePEc

Included in

Mathematics Commons

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