A panel bootstrap cointegration test

A residual-based test of the null of cointegration in panel data

Suzanne McCoskey, Chihwa Kao · Econometric Reviews · 1998 · 676 citations

Social Sciences, Economics, Econometrics +16

Bootstrap Unit Root Tests

Joon‐Young Park · Econometrica · 2003 · 139 citations

Social Sciences, Economics, Econometrics +13

A Panel CUSUM Test of the Null of Cointegration*

Joakim Westerlund · Oxford Bulletin of Economics and Statistics · 2005 · 118 citations

Business, Economics, Econometrics +16

Reducing the size distortions of the panel LM Test for cointegration

Joakim Westerlund · Economics Letters · 2005 · 16 citations

Social Sciences, Economics, Econometrics +5

On bootstrap inference in cointegrating regressions

Zacharias Psaradakis · Economics Letters · 2001 · 12 citations

Social Sciences, Economics, Econometrics +9