1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Error Correction Testing...
Christian Gengenbach
;
Jean-Pierre Urbain
;
Joakim Westerlund
You're currently viewing an old version of this dataset. To see the current version, click here.

error correction testing in panels with common stochastic trends (replication data)

This paper develops panel data tests for the null hypothesis of no error correction in a model with common stochastic trends. The asymptotic distributions of the new test statistics are derived and simulation results are provided to suggest that they perform well in small samples.

Data and Resources

This dataset has no data

Suggested Citation

export
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim (2016): Error Correction Testing in Panels with Common Stochastic Trends (replication data). Version: 1. Journal of Applied Econometrics. Dataset. https://journaldata.zbw.eu/dataset/error-correction-testing-in-panels-with-common-stochastic-trends?activity_id=505b1654-66b7-49cb-bb82-b1e562921240

Related Publication

Gengenbach, C., Urbain, J. and Westerlund, J. (2016), Error Correction Testing In Panels With Common Stochastic Trends, Journal of Applied Econometrics, 31(6), 982-1004. https://doi.org/10.1002/jae.2475

Tags