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      <record key="001" att1="001" value="178534" att2="178534">001   178534</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/eco/es-244.pdf</field>
      <field key="079" subkey="z">Hlouskova, Jaroslava - et al., Finite Sample Correction Factors for Panel Cointegration Tests (pdf)</field>
      <field key="079" subkey="y">http://ideas.repec.org/p/ihs/ihsesp/244.html</field>
      <field key="079" subkey="z">Institute for Advanced Studies. Economics Series; 244 (RePEc)</field>
      <field key="100" subkey="">Hlouskova, Jaroslava</field>
      <field key="103" subkey="">Department of Economics and Finance, Institute for Advanced Studies, Vienna, Austria</field>
      <field key="104" subkey="a">Wagner, Martin</field>
      <field key="107" subkey="">Department of Economics and Finance, Institute for Advanced Studies, Vienna, Austria</field>
      <field key="331" subkey="">Finite Sample Correction Factors for Panel Cointegration Tests</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Wien</field>
      <field key="412" subkey="">Institut für Höhere Studien</field>
      <field key="425" subkey="">2009, September</field>
      <field key="433" subkey="">36 pp.</field>
      <field key="451" subkey="">Institut für Höhere Studien; Reihe Ökonomie; 244</field>
      <field key="451" subkey="h">Kunst, Robert M. (Ed.) ; Fisher, Walter (Assoc. Ed.) ; Ritzberger, Klaus (Assoc. Ed.)</field>
      <field key="461" subkey="">Economics Series</field>
      <field key="517" subkey="c">from the Table of Contents: Introduction; The single equation tests; The system tests; Response surface regressions; Tables;</field>
      <field key="App" subkey="e">ndix: The correction factors; References;</field>
      <field key="542" subkey="">1605-7996</field>
      <field key="544" subkey="">IHSES 244</field>
      <field key="700" subkey="">C12</field>
      <field key="700" subkey="">C15</field>
      <field key="700" subkey="">C23</field>
      <field key="720" subkey="">Panel cointegration test</field>
      <field key="720" subkey="">Correction factor</field>
      <field key="720" subkey="">Response surface</field>
      <field key="720" subkey="">Simulation</field>
      <field key="753" subkey="">Abstract: In this paper we present finite T mean and variance correction factors and corresponding response surface regressions</field>
      <field key="for" subkey="">the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung</field>
      <field key="(20" subkey="0">5). For the single equation tests we consider up to 12 regressors and for the system tests vector autoregression dimensions</field>
      <field key="up" subkey="t">o 12 variables. All commonly used specifications for the deterministic components are considered. The time dimension sample</field>
      <field key="siz" subkey="e">s are 10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 200, 500.;</field>
    </SEQUENTIAL>
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