We develop a sieve bootstrap range test for poolability of cointe- grating regressions in dependent panels and evaluate by simulation its performances. The test, although slightly undersized, appears to have high power even under low or minimum heterogeneity

A sieve bootstrap range test for poolability in dependent cointegrated panels

DI IORIO, FRANCESCA;
2011

Abstract

We develop a sieve bootstrap range test for poolability of cointe- grating regressions in dependent panels and evaluate by simulation its performances. The test, although slightly undersized, appears to have high power even under low or minimum heterogeneity
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/392730
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