Error-Correction–Based Cointegration Tests for Panel Data
By D. Persyn, Joakim Westerlund. 2008
727 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/7af2e3e53521655ba5f648cafd2ac3818b5cade8
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Christian Dreger
- V. Costantini
- Chiara Martini
- Ruhul Salim
- Sahar Shafiei
- Seyi Saint Akadiri
- Muhammad Shahbaz
- Thanasis Stengos
Citations in the corpus
- Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020, methodology): “Since the cointegration test proposed by Westerlund (2007) allows for heterogeneity and is developed to deal with cross-sectionally dependent data (Persyn and Westerlund, 2008), as is the case for the data used in this paper, using this cointegration test is appropriate for this study. Table 6 gives”
- Geopolitical risk and tourism: Evidence from dynamic heterogeneous panel models (2020, methodology): “The second is the Persyn and Westerlund (2008) error correction model (ECM) test, which accommodates cross-sectional dependence and slope heterogeneity.”
- Is there a Bubble in the Chinese Housing Market? (2010, methodology): “See Persyn & Westerlund (2008). due to the short time series dimension, the evidence can be improved if real land prices are added to the analysis.”
- The Economic Returns to U.S. Public Agricultural Research (2011, neutral): “was “reinvented” in the late 1950s by Solomon (1956), Hirshleifer”
- Estimating Panel Time-Series Models with Heterogeneous Slopes (2012, methodology): “cce implements the Pesaran (2006) CCEMG estimator. The Pesaran and Smith (1995) MG estimator is set as the default.”
- ardl: Estimating autoregressive distributed lag and equilibrium correction models (2018, neutral): “In section 5, we illustrate the approach”
- Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries (2014, background): “Moreover, the results of the Westerlund test are sensitive to the choice of lag and lead lengths when the time dimension is short (Persyn and Westerlund 2008).”