Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson, Chihwa Kao

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)313-318
Number of pages6
JournalApplied Economics Letters
Volume12
Issue number5
DOIs
StatePublished - Apr 15 2005

ASJC Scopus subject areas

  • Economics and Econometrics

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

  • Cite this