PANEL UNIT ROOT TESTS
Tuesday 27th August 2002,
14:30 - 16:00
Room: 4.6
Session Chair(s):
Werner Ploberger, Univ. of Rochester, UNITED STATES
Category: Econometrics
PANEL DATA TESTS FOR A COMMON BREAK POINT IN A COINTEGRATED REGRESSION: ASYMPTOTIC AND SMALL SAMPLE RESULTS
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Presenter(s): |
Min-Hsien Chiang, National Cheng Kung University, TAIWAN |
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Co-Author(s): |
Chihwa Kao, Syracuse University, UNITED STATES |
A PARAMETRIC APPROACH TO THE ESTIMATION OF COINTEGRATION VECTORS IN PANEL DATA
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Presenter(s): |
Joerg Breitung, Humboldt University Berlin, GERMANY |
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Co-Author(s): |
none |
ESTIMATING COINTEGRATING RELATIONS FROM A CROSS SECTION
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Presenter(s): |
Edith Madsen, University of Copenhagen, DENMARK |
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Co-Author(s): |
none |
OPTIMAL TESTING FOR UNIT ROOTS IN PANELS
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Presenter(s): |
Werner Ploberger, Univ. of Rochester, UNITED STATES |
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Co-Author(s): |
Peter Phillips, Yale University, UNITED STATES |
Total Papers in This session: 4
Session Ref: 677
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