Previous versions of this paper were presented at the 13th International Conference on Panel Data in Cambridge and at a seminar at Lund University. The author would like to thank conference and seminar participants, and in particular Anindya Banerjee, David Edgerton, Rolf Larsson, Johan Lyhagen, Peter Pedroni, Jean-Pierre Urbain, and two anonymous referees for many valuable comments and suggestions. The author would also like to thank the Maastricht Research School of Economics of Technology and Organizations for its hospitality during a visit at the Department of Quantitative Economics at the University of Maastricht, where a part of this paper was written. Thanks are also due to the Jan Wallander and Tom Hedelius Foundation for financial support under research grant number W2006-0068:1. The usual disclaimer applies.
Testing for Error Correction in Panel Data*
Article first published online: 25 JUL 2007
Oxford Bulletin of Economics and Statistics
Volume 69, Issue 6, pages 709–748, December 2007
How to Cite
Westerlund, J. (2007), Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics, 69: 709–748. doi: 10.1111/j.1468-0084.2007.00477.x
- Issue published online: 25 JUL 2007
- Article first published online: 25 JUL 2007
- Final Manuscript Received: December 2006
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