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Simple Tests for Cointegration in Dependent Panels with Structural Breaks

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Author

Publishing year

2006

Language

English

Publication/Series

Working Papers, Department of Economics, Lund University

Issue

13

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • Panel Cointegration
  • Cointegration Test
  • Structural Break
  • Cross-Sectional Dependence
  • Common Factor

Status

Published