The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
New Simple Tests for Panel Cointegration
Abstract
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointegration. The tests are simple because they do not require any correction for the temporal dependencies of the data. Yet they are able to accommodate individual specific short-run dynamics, individual specific intercept and trend terms, and individual specific slope parameters. The limiting distributions of the tests are derived and are shown to be free of nuisance parameters. The Monte Carlo results in this paper suggest that the asymptotic results are borne out well even in very small samples.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
Johansen, S. (1988) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(88)90041-3 · Cited by 17,027
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Pedroni, P. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.61.s1.14 · Cited by 6,726
Research works printed but not linked: 16
- 10.1016/S0731-9053(00)15002-9 · DOI · Paper page
- 10.1111/1468-0084.61.s1.12 · doi:10.1111/1468-0084.61.s1.12
- 10.1111/j.1368-423X.2004.00133.x · DOI
- 10.1016/S0304-4076(01)00139-7 · DOI · Paper page
- 10.1198/073500103288618972 · DOI
- 10.2307/2938278 · DOI · Paper page
- 10.1016/S0304-4076(98)00023-2 · DOI · Paper page
- 10.1111/1368-423X.00059 · DOI · Paper page
- 10.1080/07474939808800403 · DOI · Paper page
- Pedroni P., 2004, Econometric Theory, 3, 579
- 10.2307/2938339 · DOI · Paper page
- 10.1214/aos/1176348666 · DOI · Paper page
- 10.1111/1468-0262.00070 · DOI · Paper page
- 10.1017/S0266466600008240 · DOI · Paper page
- 10.1111/j.1468-0084.2004.00118.x · DOI
- 10.1016/S0304-4076(01)00103-8 · DOI
Cited by
Testing for Error Correction in Panel Data*
Westerlund, J. (2007) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.2007.00477.x · Cited by 6,113
Self-citationDong, K., Hochman, G., Zhang, Y., Sun, R., Li, H., & Liao, H. (2018) · Energy Economics · doi:10.1016/j.eneco.2018.08.017 · Cited by 700
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
Arouri, M. E. H., & Rault, C. (2012) · International Journal of Finance & Economics · doi:10.1002/ijfe.443 · Cited by 375
Sarkodie, S. A., & Strezov, V. (2019) · Science of The Total Environment · doi:10.1016/j.scitotenv.2018.11.349 · Cited by 248
Does financial development matter for economic growth in the emerging markets?
Nguyen, H. M., Thai-Thuong Le, Q., Ho, C. M., Nguyen, T. C., & Vo, D. H. (2022) · Borsa Istanbul Review · doi:10.1016/j.bir.2021.10.004 · Cited by 141
Metadata
- Authors
- Westerlund, J.
- Venue
- Econometric Reviews
- Publisher
- Informa UK Limited
- Published
- 2005-07
- Volume
- 24
- Issue
- 3
- Pages
- 297-316
- ISSN
- 0747-4938 (ISSN-L)
- 1532-4168
- OpenAlex
- W2126383263
- Cited by
- 1,318
- References
- 2
- FWCI
- 17.77
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: New Simple Tests for Panel Cointegration. https://app.cochat.ai/papers/10.1080/07474930500243019
- The paper
- Westerlund, J. (2005). New Simple Tests for Panel Cointegration. Econometric Reviews. https://doi.org/10.1080/07474930500243019
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
