Publication Information

{'id': 'https://openalex.org/W2126383263', 'doi': 'https://doi.org/10.1080/07474930500243019', 'title': 'New Simple Tests for Panel Cointegration', 'display_name': 'New Simple Tests for Panel Cointegration', 'publication_year': 2005, 'publication_date': '2005-07-01', 'ids': {'openalex': 'https://openalex.org/W2126383263', 'doi': 'https://doi.org/10.1080/07474930500243019', 'mag': '2126383263'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/07474930500243019', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S134988049', 'display_name': 'Econometric Reviews', 'issn_l': '0747-4938', 'issn': ['0747-4938', '1532-4168'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5103238589', 'display_name': 'Joakim Westerlund', 'orcid': 'https://orcid.org/0000-0002-8030-5706'}, 'institutions': [{'id': 'https://openalex.org/I187531555', 'display_name': 'Lund University', 'ror': 'https://ror.org/012a77v79', 'country_code': 'SE', 'type': 'education', 'lineage': ['https://openalex.org/I187531555']}], 'countries': ['SE'], 'is_corresponding': True, 'raw_author_name': 'Joakim Westerlund', 'raw_affiliation_strings': ['Department of economics; Lund University; Lund; Sweden'], 'affiliations': [{'raw_affiliation_string': 'Department of economics; Lund University; Lund; Sweden', 'institution_ids': ['https://openalex.org/I187531555']}]}], 'institution_assertions': [], 'countries_distinct_count': 1, 'institutions_distinct_count': 1, 'corresponding_author_ids': ['https://openalex.org/A5103238589'], 'corresponding_institution_ids': ['https://openalex.org/I187531555'], 'apc_list': None, 'apc_paid': None, 'fwci': 8.353, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 953, 'citation_normalized_percentile': {'value': 0.999841, 'is_in_top_1_percent': True, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 99, 'max': 100}, 'biblio': {'volume': '24', 'issue': '3', 'first_page': '297', 'last_page': '316'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10007', 'display_name': 'Monetary Policy and Economic Impact', 'score': 0.9992, 'subfield': {'id': 'https://openalex.org/subfields/2000', 'display_name': 'General Economics, Econometrics and Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, 'topics': [{'id': 'https://openalex.org/T10007', 'display_name': 'Monetary Policy and Economic Impact', 'score': 0.9992, 'subfield': {'id': 'https://openalex.org/subfields/2000', 'display_name': 'General Economics, Econometrics and Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10393', 'display_name': 'Economic Growth and Productivity', 'score': 0.9764, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T11059', 'display_name': 'Market Dynamics and Volatility', 'score': 0.9714, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}], 'keywords': [{'id': 'https://openalex.org/keywords/constant', 'display_name': 'Constant (computer programming)', 'score': 0.44437993}, {'id': 'https://openalex.org/keywords/nuisance-parameter', 'display_name': 'Nuisance parameter', 'score': 0.44147995}], 'concepts': [{'id': 'https://openalex.org/C145162277', 'wikidata': 'https://www.wikidata.org/wiki/Q1751675', 'display_name': 'Cointegration', 'level': 2, 'score': 0.8461855}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.6269603}, {'id': 'https://openalex.org/C19499675', 'wikidata': 'https://www.wikidata.org/wiki/Q232207', 'display_name': 'Monte Carlo method', 'level': 2, 'score': 0.57764053}, {'id': 'https://openalex.org/C191988596', 'wikidata': 'https://www.wikidata.org/wiki/Q628374', 'display_name': 'Null hypothesis', 'level': 2, 'score': 0.5619164}, {'id': 'https://openalex.org/C2780586882', 'wikidata': 'https://www.wikidata.org/wiki/Q7520643', 'display_name': 'Simple (philosophy)', 'level': 2, 'score': 0.50209236}, {'id': 'https://openalex.org/C6422946', 'wikidata': 'https://www.wikidata.org/wiki/Q857354', 'display_name': 'Panel data', 'level': 2, 'score': 0.4761674}, {'id': 'https://openalex.org/C155512373', 'wikidata': 'https://www.wikidata.org/wiki/Q287450', 'display_name': 'Residual', 'level': 2, 'score': 0.46282062}, {'id': 'https://openalex.org/C149769383', 'wikidata': 'https://www.wikidata.org/wiki/Q7520804', 'display_name': 'Simple linear regression', 'level': 3, 'score': 0.45870033}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.44822815}, {'id': 'https://openalex.org/C2777027219', 'wikidata': 'https://www.wikidata.org/wiki/Q1284190', 'display_name': 'Constant (computer programming)', 'level': 2, 'score': 0.44437993}, {'id': 'https://openalex.org/C194531419', 'wikidata': 'https://www.wikidata.org/wiki/Q17104825', 'display_name': 'Nuisance parameter', 'level': 3, 'score': 0.44147995}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.40150034}, {'id': 'https://openalex.org/C48921125', 'wikidata': 'https://www.wikidata.org/wiki/Q10861030', 'display_name': 'Linear regression', 'level': 2, 'score': 0.33536702}, {'id': 'https://openalex.org/C41008148', 'wikidata': 'https://www.wikidata.org/wiki/Q21198', 'display_name': 'Computer science', 'level': 0, 'score': 0.27595538}, {'id': 'https://openalex.org/C11413529', 'wikidata': 'https://www.wikidata.org/wiki/Q8366', 'display_name': 'Algorithm', 'level': 1, 'score': 0.14890146}, {'id': 'https://openalex.org/C138885662', 'wikidata': 'https://www.wikidata.org/wiki/Q5891', 'display_name': 'Philosophy', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C111472728', 'wikidata': 'https://www.wikidata.org/wiki/Q9471', 'display_name': 'Epistemology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C185429906', 'wikidata': 'https://www.wikidata.org/wiki/Q1130160', 'display_name': 'Estimator', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C199360897', 'wikidata': 'https://www.wikidata.org/wiki/Q9143', 'display_name': 'Programming language', 'level': 1, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/07474930500243019', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S134988049', 'display_name': 'Econometric Reviews', 'issn_l': '0747-4938', 'issn': ['0747-4938', '1532-4168'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'id': 'https://metadata.un.org/sdg/13', 'score': 0.43, 'display_name': 'Climate action'}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 21, 'referenced_works': ['https://openalex.org/W1539422778', 'https://openalex.org/W1976537840', 'https://openalex.org/W1983122369', 'https://openalex.org/W2014587538', 'https://openalex.org/W2030879879', 'https://openalex.org/W2031528175', 'https://openalex.org/W2034707435', 'https://openalex.org/W2048575689', 'https://openalex.org/W2100077709', 'https://openalex.org/W2110002822', 'https://openalex.org/W2124884000', 'https://openalex.org/W2125331782', 'https://openalex.org/W2136518999', 'https://openalex.org/W2153562738', 'https://openalex.org/W2156339602', 'https://openalex.org/W2160146921', 'https://openalex.org/W3121605804', 'https://openalex.org/W3123548814', 'https://openalex.org/W3123833473', 'https://openalex.org/W3125452089', 'https://openalex.org/W4235445894'], 'related_works': ['https://openalex.org/W4312463433', 'https://openalex.org/W4312238995', 'https://openalex.org/W4238332381', 'https://openalex.org/W4235225842', 'https://openalex.org/W4230983264', 'https://openalex.org/W4200124026', 'https://openalex.org/W2260636366', 'https://openalex.org/W2027928640', 'https://openalex.org/W2022381426', 'https://openalex.org/W1532941101'], 'abstract_inverted_index': {'ABSTRACT': [0], 'In': [1], 'this': [2, 80], 'paper,': [3], 'two': [4, 118], 'new': [5], 'simple': [6, 22], 'residual-based': [7], 'panel': [8, 167], 'data': [9], 'tests': [10, 20, 63], 'are': [11, 21, 39, 64, 67, 87], 'proposed': [12], 'for': [13, 30, 136, 229, 281, 299, 324], 'the': [14, 31, 35, 62, 84, 145, 164, 184, 195, 210, 230, 244, 255, 259, 263, 274, 285, 293, 303, 313, 318, 328, 332, 334, 337, 341], 'null': [15], 'of': [16, 34, 61, 72, 163, 212, 224, 284, 302, 317, 327, 340, 349, 354], 'no': [17, 237], 'cointegration.': [18], 'The': [19, 58, 75, 106, 205, 269, 288, 306], 'because': [23], 'they': [24, 38], 'do': [25], 'not': [26], 'require': [27], 'any': [28, 215], 'correction': [29], 'temporal': [32], 'dependencies': [33], 'data.': [36], 'Yet': [37], 'able': [40], 'to': [41, 69, 110, 183, 194, 209, 273, 292, 312], 'accommodate': [42], 'individual': [43, 47, 54], 'specific': [44, 48, 55], 'short-run': [45], 'dynamics,': [46], 'intercept': [49], 'and': [50, 53, 66, 117, 130, 140, 148, 175, 177, 190, 200, 226, 247, 253, 309, 315], 'trend': [51], 'terms,': [52], 'slope': [56], 'parameters.': [57, 74], 'limiting': [59], 'distributions': [60], 'derived': [65], 'shown': [68], 'be': [70, 170], 'free': [71], 'nuisance': [73], 'Monte': [76, 97], 'Carlo': [77, 98], 'results': [78, 86], 'in': [79, 92, 172, 240], 'paper': [81], 'suggest': [82], 'that': [83], 'asymptotic': [85], 'borne': [88], 'out': [89], 'well': [90, 122], 'even': [91], 'very': [93], 'small': [94], 'samples.': [95], 'Keywords:': [96], 'simulationPanel': [99], 'cointegrationResidual-based': [100], 'testsMathematics': [101], 'Subject': [102], 'Classification:': [103], 'C12C31C33': [104], 'ACKNOWLEDGMENTS': [105], 'author': [107], 'would': [108], 'like': [109], 'thank': [111], 'Esfandiar': [112], 'Maasoumi,': [113], 'an': [114], 'associate': [115], 'editor,': [116], 'anonymous': [119], 'referees,': [120], 'as': [121, 123, 262], 'David': [124], 'Edgerton,': [125], 'Rolf': [126], 'Larsson,': [127], 'Johan': [128], 'Lyhagen,': [129], 'seminar': [131], 'participants': [132], 'at': [133], 'Lund': [134], 'University,': [135], 'many': [137], 'valuable': [138], 'comments': [139], 'suggestions.': [141], 'Financial': [142], 'support': [143], 'from': [144], 'Jan': [146], 'Wallander': [147], 'Tom': [149], 'Hedelius': [150], 'Foundation,': [151], 'research': [152], 'grant': [153], 'number': [154, 211, 223], 'P2005-0117:1,': [155], 'is': [156], 'gratefully': [157], 'acknowledged.': [158], 'Notes': [159], '1More': [160], 'detailed': [161], 'surveys': [162], 'literature': [165], 'on': [166, 243], 'cointegration': [168], 'can': [169], 'found': [171], 'Banerjee': [173], '(Citation1999)': [174], 'Baltagi': [176], 'Kao': [178], '(Citation2000).': [179], 'Case': [180, 191], '1': [181, 280, 298, 323], 'refers': [182, 193, 208, 272, 291], 'regression': [185, 196], 'with': [186, 197, 258], 'a': [187, 198, 201, 282, 300, 325, 350], 'constant': [188, 199], 'term': [189], '2': [192], 'linear': [202], 'time': [203], 'trend.': [204], 'value': [206, 270, 289], 'K': [207], 'regressors': [213], 'excluding': [214], 'fitted': [216], 'deterministic': [217], 'constants': [218], 'or': [219], 'trends.': [220], 'A': [221], 'large': [222, 238], 'kernels': [225], 'data-dependent': [227], 'rules': [228, 246], 'bandwidth': [231, 260], 'were': [232, 236], 'examined.': [233], 'Since': [234], 'there': [235], 'differences': [239], 'performance': [241], 'based': [242], 'different': [245, 286, 304, 329], 'kernels,': [248], 'we': [249], 'follow': [250], 'Pedroni': [251], '(Citation2004)': [252], 'use': [254], 'Bartlett': [256], 'kernel': [257], 'chosen': [261], 'largest': [264], 'integer': [265], 'less': [266], 'than': [267], '4(T/100)2/9.': [268], 'θ': [271], 'moving': [275], 'average': [276], 'parameter.': [277, 295], 'See': [278, 296, 321], 'Table': [279, 297, 322], 'description': [283, 301, 326], 'cases.': [287, 305, 330], 'Φ': [290], 'autoregressive': [294], 'values': [307], 'μ': [308], 'σ': [310], 'refer': [311], 'mean': [314], 'variance': [316], 'factor': [319], 'loadings.': [320], '3In': [331], 'figures,': [333], 'curves': [335], 'representing': [336], 'size-adjusted': [338], 'power': [339], 'test': [342], 'statistics': [343], 'have': [344], 'been': [345], 'smoothed': [346], 'by': [347], 'means': [348], 'least': [351], 'squares': [352], 'spline': [353], 'neighboring': [355], 'points.': [356]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2126383263', 'counts_by_year': [{'year': 2024, 'cited_by_count': 227}, {'year': 2023, 'cited_by_count': 212}, {'year': 2022, 'cited_by_count': 163}, {'year': 2021, 'cited_by_count': 138}, {'year': 2020, 'cited_by_count': 62}, {'year': 2019, 'cited_by_count': 29}, {'year': 2018, 'cited_by_count': 16}, {'year': 2017, 'cited_by_count': 8}, {'year': 2016, 'cited_by_count': 20}, {'year': 2015, 'cited_by_count': 7}, {'year': 2014, 'cited_by_count': 13}, {'year': 2013, 'cited_by_count': 3}, {'year': 2012, 'cited_by_count': 1}], 'updated_date': '2025-01-09T23:48:30.109901', 'created_date': '2016-06-24'}