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Cited by 774Spatial and Panel Data AnalysisMonetary Policy and Economic ImpactEconomic Growth and Productivity

The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.

Error-Correction–Based Cointegration Tests for Panel Data

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Persyn, Damiaan, Westerlund, Joakim·2008·The Stata Journal: Promoting communications on statistics and Stata
DOI 10.1177/1536867x0800800205
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Abstract

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.

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Metadata

Authors
Persyn, D., & Westerlund, J.
Affiliations
  • KU Leuven (BE)
  • Lund University (SE)
Corresponding author
Persyn, Damiaan
ORCID
Venue
The Stata Journal: Promoting communications on statistics and Stata
Publisher
SAGE Publications
Published
2008-06
Volume
8
Issue
2
Pages
232-241
ISSN
  • 1536-867X (ISSN-L)
  • 1536-8734
DOI
10.1177/1536867x0800800205
OpenAlex
W2112778351
Cited by
770
References
5
Citations by year
2026: 66 · 2025: 72 · 2024: 75 · 2023: 70 · 2022: 74 · 2021: 62 · 2020: 44 · 2019: 45 · 2018: 28 · 2017: 31 · 2016: 42 · 2015: 32 · 2014: 35 · 2013: 26 · 2012: 33
FWCI
26.97
Type
journal article
Language
en
Open access
Licence
journals.sagepub.com/page/policies/text-and-data-mining-license (tdm)
Locations
  • The Stata Journal Promoting communications on statistics and Stata (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • AgEcon Search (University of Minnesota, USA) (submittedVersion, cc-by-nc-nd)
  • Lirias (submittedVersion)
  • Lund University Publications (Lund University) (submittedVersion)
  • AgEcon Search (University of Minnesota, USA)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
  • Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economic Growth and Productivity
Keywords
panel cointegration, error correction model, cross-sectional dependence, short-run dynamics, Stata software

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