Panel data cointegration testing with structural instabilities
Anindya Banerjee and Josep Lluís Carrion-i-Silvestre
| Year of publication: |
2025
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|---|---|
| Authors: | Banerjee, Anindya ; Carrion i Silvestre, Josep Lluís |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 1, p. 122-133
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| Subject: | Common factors | Cross-section dependence | Spurious regression | Structural breaks | Strukturbruch | Structural break | Panel | Panel study | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2327844 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533901