mon.prn
Creators:
Christian Gengenbach
;
Jean-Pierre Urbain
;
Joakim Westerlund
From the dataset abstract
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...
Source: Error Correction Testing in Panels with Common Stochastic Trends (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prn |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/01cf1da4-62b2-4583-9bc2-530089b4ff06/resource/16f34f5b-716b-4b92-8956-538d90e8c11d/download/mon.prn |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
