Testing for Panel Cointegration with Multiple Structural Breaks
Year of publication: |
2005-01-26
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Authors: | Westerlund, Joakim |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | Panel Cointegration | Residual-Based Cointegration Test | Structural Break | Monte Carlo Simulation | Feldstein-Horioka Puzzle |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Oxford Bulletin of Economics and Statistics, 2006, pages 101-132. The text is part of a series Working Papers Number 2005:12 35 pages |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C33 - Models with Panel Data ; F21 - International Investment; Long-Term Capital Movements |
Source: |
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Panel Cointegration Tests with Deterministic Trends and Structural Breaks
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Panel Cointegration Tests with Deterministic Trends and Structural Breaks
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Simple Tests for Cointegration in Dependent Panels with Structural Breaks
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