Testing for Panel Cointegration with Multiple Structural Breaks
(2005) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387142
- author
- Westerlund, Joakim LU
- organization
- publishing date
- 2005
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- Panel Cointegration, Residual-Based Cointegration Test, Structural Break, Monte Carlo Simulation, Feldstein-Horioka Puzzle
- in
- Working Papers. Department of Economics, Lund University
- issue
- 12
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- dd0cd270-3850-4bd5-aadf-48227764a41c (old id 1387142)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2005_012.htm
- date added to LUP
- 2016-04-04 10:04:50
- date last changed
- 2018-11-21 20:56:35
@misc{dd0cd270-3850-4bd5-aadf-48227764a41c, author = {{Westerlund, Joakim}}, keywords = {{Panel Cointegration; Residual-Based Cointegration Test; Structural Break; Monte Carlo Simulation; Feldstein-Horioka Puzzle}}, language = {{eng}}, note = {{Working Paper}}, number = {{12}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers. Department of Economics, Lund University}}, title = {{Testing for Panel Cointegration with Multiple Structural Breaks}}, url = {{http://swopec.hhs.se/lunewp/abs/lunewp2005_012.htm}}, year = {{2005}}, }