Testing for Panel Cointegration with Multiple Structural Breaks
Författare
Avdelning/ar
Publiceringsår
2005
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers. Department of Economics, Lund University
Issue
12
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- Panel Cointegration
- Residual-Based Cointegration Test
- Structural Break
- Monte Carlo Simulation
- Feldstein-Horioka Puzzle
Status
Published