Finite Sample Correction Factors for Panel Cointegration Tests*
为Pedroni、Westerlund等四种面板协整检验提供了有限样本均值和方差校正因子及响应面回归，适用于不同样本量和回归元个数，帮助实证研究者更准确地进行协整检验。
In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001) and Breitung (2005). For the single equation tests, we consider up to 12 regressors and for the system tests vector autoregression dimensions up to 12 variables. All commonly used specifications for the deterministic components are considered. The sample sizes considered are T ∈ {10,20,30,40,50,60,70,80,90,100,200,500}.