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Testing for Panel Cointegration with Multiple Structural Breaks

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/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
2025-04-04 14:31:19
@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}},
}