ITEM METADATA RECORD
Title: Error-correction-based cointegration tests for panel data
Authors: Persyn, Damiaan ×
Westerlund, Joakim #
Issue Date: 2008
Publisher: Stata Press
Series Title: The Stata Journal vol:8 issue:2 pages:232-241
Abstract: This article describes a new Stata command called xtwest, which implements the four error-correction-based panel cointegration tests developed by Westerlund (2007). The tests are general enough to allow for a large degree of heterogeneity, both in the long-run cointegrating relationship and in the short-run dynamics, and dependence within as well as across the cross-sectional units.
ISSN: 1536-867X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:VIVES (Research Centre for Regional Economics), Leuven
× corresponding author
# (joint) last author

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