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A Panel CUSUM Test of the Null of Cointegration

Westerlund, Joakim LU (2003) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Panel Cointegration, Residual Based Cointegration Test, Monte Carlo Simulation, International R&D Spillovers
in
Working Papers. Department of Economics, Lund University
issue
15
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
92354258-ff62-48af-8f59-c1a9e1f09ab5 (old id 1387039)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2003_015.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2016-04-16 08:40:48
@misc{92354258-ff62-48af-8f59-c1a9e1f09ab5,
  author       = {Westerlund, Joakim},
  keyword      = {Panel Cointegration,Residual Based Cointegration Test,Monte Carlo Simulation,International R&D Spillovers},
  language     = {eng},
  number       = {15},
  publisher    = {ARRAY(0x96ea620)},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {A Panel CUSUM Test of the Null of Cointegration},
  year         = {2003},
}