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New Simple Tests for Panel Cointegration

Westerlund, Joakim LU (2005) 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 Tests, Cross-Sectional Dependence, Monte Carlo Simulation
in
Working Papers. Department of Economics, Lund University
issue
8
publisher
Department of Economics, Lund Universtiy
external identifiers
  • scopus:25444453188
language
English
LU publication?
yes
id
6f56121a-88df-4c9c-a204-34521ac1f3ca (old id 1387136)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2005_008.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2017-12-10 04:51:53
@misc{6f56121a-88df-4c9c-a204-34521ac1f3ca,
  author       = {Westerlund, Joakim},
  keyword      = {Panel Cointegration,Residual-Based Tests,Cross-Sectional Dependence,Monte Carlo Simulation},
  language     = {eng},
  note         = {Working Paper},
  number       = {8},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {New Simple Tests for Panel Cointegration},
  year         = {2005},
}