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Issue 27/2012 The CEA states that the primary version is the paper one. Krystyna Strzała Panelowe testy kointegracji – teoria i zastosowania *** Panel cointegration tests – theory and empirics Abstract The majority of economic hypotheses is formulated as a long-term relationship. The evaluation of long-term relationship in econometrics is performed with the use of cointegration theory. The aim of the paper is presentation of the panel cointegration tests. The individual and combined individual tests procedure are presented and discussed from the point of view of their applicability. The possible mistakes in inference can occur in the case when the choosen precedure is not the optimal one for the specific data generation process. The theoretical issues are illustrated with evaluation of Feldstein-Horioka dilemma for EU countries. Article: PDF Table of contents of issue 27 |
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