Publications
3 shownA residual-based test of the null of cointegration in panel data
This paper proposes a residual-based Lagrange Multiplier (LM) test for the null of cointegration in panel data. The test is analogous to the locally best unbiased invariant (LBU...
Nonstationary panels, cointegration in panels and dynamic panels: A survey
This chapter provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition ...
Frequent Co-Authors
Researcher Info
- h-index
- 3
- Publications
- 3
- Citations
- 6,331
- Institution
- Syracuse University
External Links
Identifiers
- ORCID
- 0009-0008-6489-7415
Impact Metrics
h-index
3
h-index: Number of publications with at least h citations each.