Zeszyt 27/2012

Kolegium Analiz Ekonomicznych oświadcza, że wersją pierwotną czasopisma jest wersja papierowa.

Krystyna Strzała

Panelowe testy kointegracji – teoria i zastosowania

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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.

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