Adapting a nonparametric pooling test for use in panel cointegration models

Ashok K. Mishra, Charles B. Moss

Research output: Contribution to journalArticle

Abstract

Baltagi and Kao (2000) chronicle the emergence of panel applications of the cointegration approach. This study builds on this literature by proposing a reformulation of the pooling statistic proposed by Baltagi et al. (1996) that can be used to test for the appropriateness of this panel specification.

Original languageEnglish (US)
Pages (from-to)355-357
Number of pages3
JournalApplied Economics Letters
Volume13
Issue number6
DOIs
StatePublished - May 15 2006
Externally publishedYes

ASJC Scopus subject areas

  • Economics and Econometrics

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