Adapting a nonparametric pooling test for use in panel cointegration models

Ashok K. Mishra; Charles B. Moss

doi:10.1080/13504850500394327

Adapting a nonparametric pooling test for use in panel cointegration models

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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 language	English (US)
Pages (from-to)	355-357
Number of pages	3
Journal	Applied Economics Letters
Volume	13
Issue number	6
DOIs	https://doi.org/10.1080/13504850500394327
State	Published - May 15 2006
Externally published	Yes

ASJC Scopus subject areas

Economics and Econometrics

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10.1080/13504850500394327

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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.",

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Adapting a nonparametric pooling test for use in panel cointegration models

Abstract

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