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Applied Economics Letters Volume 12, 2005 - Issue 5
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Original Articles

Bootstrapping and hypothesis testing in non-stationary panel data

Jamie Emerson * School of Business, Clarkson University, Potsdam, NY 13699–5795, USA
&
Chihwa Kao Center for Policy Research, Syracuse University, Syracuse, NY 13244-1020, USA
Pages 313-318 | Published online: 16 Aug 2006
 
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Abstract

This paper uses the wild bootstrap to compute empirically relevant critical values for the test statistics proposed by Emerson and Kao (Citation2001). Monte Carlo simulations were then performed to evaluate the size and power properties of the bootstrapped tests.

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