Testing for panel cointegration with a level break
Jaokim Westerlund
| Year of publication: |
2006
|
|---|---|
| Authors: | Westerlund, Jaokim |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 91.2006, 1, p. 27-33
|
| Subject: | Kointegration | Cointegration | Panel | Panel study | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003314915