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Panel Johansen Cointegration/Evidence
Method evidence record

Panel Johansen Cointegration

The Panel Johansen cointegration test extends Johansen's maximum-likelihood framework to panel data, allowing researchers to test whether multiple non-stationary variables share long-run equilibrium relationships across cross-sectional units. It pools the likelihood-ratio statistics from individual Johansen tests and compares the standardised average against a standard normal distribution, yielding greater power than single-country approaches.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Johansen Cointegration Test
Taxonomic method record · regression-model / econometrics
  • Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142. · DOI 10.1111/1368-423X.00059
  • Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica, 59(6), 1551–1580. · DOI 10.2307/2938278
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketPanel ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Engle-Granger Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Granger Causalitymachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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