Publikationer
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
Avdelning/ar:
Publiceringsår: 2006
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics, Lund University
Nummer: 13
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- Panel Cointegration
- Cointegration Test
- Structural Break
- Cross-Sectional Dependence
- Common Factor
Övrigt
Published
