Advanced

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
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:25
date last changed
2016-10-07 16:28:48
@misc{15256d1a-6006-4661-8000-6edba63aad12,
  author       = {Westerlund, Joakim and Edgerton, David},
  keyword      = {Panel Cointegration,Cointegration Test,Structural Break,Cross-Sectional Dependence,Common Factor},
  language     = {eng},
  note         = {Working Paper},
  number       = {13},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Simple Tests for Cointegration in Dependent Panels with Structural Breaks},
  year         = {2006},
}