Publikationer
Testing for Panel Cointegration with Multiple Structural Breaks
Avdelning/ar:
Publiceringsår: 2005
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers. Department of Economics, Lund University
Nummer: 12
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- Panel Cointegration
- Residual-Based Cointegration Test
- Structural Break
- Monte Carlo Simulation
- Feldstein-Horioka Puzzle
Övrigt
Published
