Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson; Chihwa Kao

doi:10.1080/13504850500043965

Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson, Chihwa Kao

Department of Economics

Research output: Contribution to journal › Article › peer-review

Abstract

This paper uses the wild bootstrap to compute empirically relevant critical values for the test statistics proposed by Emerson and Kao (2001). Monte Carlo simulations were then performed to evaluate the size and power properties of the bootstrapped tests.

Original language	English (US)
Pages (from-to)	313-318
Number of pages	6
Journal	Applied Economics Letters
Volume	12
Issue number	5
DOIs	https://doi.org/10.1080/13504850500043965
State	Published - Apr 15 2005

ASJC Scopus subject areas

Economics and Econometrics

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10.1080/13504850500043965

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Bootstrapping and hypothesis testing in non-stationary panel data

Abstract

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