Data/hora: 26/07/2024 22:26:24

Provedor de dados: 	Research in Agricultural & Applied Economics (AgEcon Searh)	
País: 	United States	
Título: 	Error–correction–based cointegration tests for panel data	
Autores: 	Persyn,   Damiaan; Westerlund,   Joakim.	
Data: 	2012-04-12	
Ano: 	2008	
Palavras-chave: 	Xtwest; Panel cointegration test; Common-factor restriction; Cross-sectional dependence; Health-care expenditures; Research Methods/ Statistical Methods.	
Resumo: 	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.	
Tipo: 	Article	
Idioma: 	Inglês	
Identificador: 	st0146

http://purl.umn.edu/122588	
Relação: 	Stata Journal&gt;Volume 8, Number 2, 2nd Quarter 2008	
Formato: 	10