fachin bootstrap procedure for testing for cointegration

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fachin bootstrap procedure for testing for cointegration

Postby tavera » Thu Jun 10, 2010 9:35 am

Hello
I am trying to use the bootstrap procedure for cointegration testing used by Fachin in his paper "long run trends in internal migration in italy : a study in panel cointegration with dependant units" (journal of applied econometrcs - 22: 401-428 - 2007). Has anyone already written the winrats program for such a method ? If it is the case, could I please have this program ?
Many thanks in advance
Christophe Tavéra
tavera
 
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