readme.guw.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/01cf1da4-62b2-4583-9bc2-530089b4ff06/resource/56758831-7bbf-411a-9089-06f0f3364f62/download/readme.guw.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
