Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson, Chihwa Kao

Research output: Contribution to journalArticlepeer-review


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 languageEnglish (US)
Pages (from-to)313-318
Number of pages6
JournalApplied Economics Letters
Issue number5
StatePublished - Apr 15 2005

ASJC Scopus subject areas

  • Economics and Econometrics


Dive into the research topics of 'Bootstrapping and hypothesis testing in non-stationary panel data'. Together they form a unique fingerprint.

Cite this