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Applied Economics Letters Volume 13, 2006 - Issue 6
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Original Articles

Adapting a nonparametric pooling test for use in panel cointegration models

Ashok K. Mishra Farm Household Economics Branch of the Resource Economics Division, at the Economic Research Service, United States Department of Agriculture, USACorrespondence[email protected]
&
Charles B. Moss Department of Food and Resource Economics, University of Florida, USA
Pages 355-357 | Published online: 22 Aug 2006
 
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Abstract

Baltagi and Kao (Citation2000) chronicle the emergence of panel applications of the cointegration approach. This study builds on this literature by proposing a reformulation of the pooling statistic proposed by Baltagi et al. (Citation1996) that can be used to test for the appropriateness of this panel specification.

Acknowledgements

The views expressed here are not necessarily those of the Economic Research Service or the US Department of Agriculture.

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