Simple Tests for Cointegration in Dependent Panels with Structural Breaks

Research output: Working paper

Details

Authors
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • Panel Cointegration, Cointegration Test, Structural Break, Cross-Sectional Dependence, Common Factor
Original languageEnglish
PublisherDepartment of Economics, Lund Universtiy
Publication statusPublished - 2006
Publication categoryResearch

Publication series

NameWorking Papers, Department of Economics, Lund University
No.13