Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Simple Tests for Cointegration in Dependent Panels with Structural Breaks

Westerlund, Joakim LU and Edgerton, David LU (2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Working paper/Preprint
publication status
published
subject
keywords
Panel Cointegration, Cointegration Test, Structural Break, Cross-Sectional Dependence, Common Factor
in
Working Papers, Department of Economics, Lund University
issue
13
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
15256d1a-6006-4661-8000-6edba63aad12 (old id 1387269)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2006_013.htm
date added to LUP
2016-04-04 11:20:48
date last changed
2025-04-04 14:58:11
@misc{15256d1a-6006-4661-8000-6edba63aad12,
  author       = {{Westerlund, Joakim and Edgerton, David}},
  keywords     = {{Panel Cointegration; Cointegration Test; Structural Break; Cross-Sectional Dependence; Common Factor}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{13}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers, Department of Economics, Lund University}},
  title        = {{Simple Tests for Cointegration in Dependent Panels with Structural Breaks}},
  url          = {{http://swopec.hhs.se/lunewp/abs/lunewp2006_013.htm}},
  year         = {{2006}},
}