New Simple Tests for Panel Cointegration

Research output: Working paper

Details

Authors
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • Panel Cointegration, Residual-Based Tests, Cross-Sectional Dependence, Monte Carlo Simulation
Original languageEnglish
PublisherDepartment of Economics, Lund Universtiy
StatePublished - 2005

Publication series

NameWorking Papers. Department of Economics, Lund University
No.8