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Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim, (2005)
Testing for panel cointegration with a level break
Westerlund, Jaokim, (2006)
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam, (2020)
A panel CUSUM test of the null of cointegration
Westerlund, Joakim, (2003)
A panel data test of the Bank Lending Channel in Sweden
Feasible estimation in cointegrated panels