Testing for Panel Cointegration with Multiple Structural Breaks
Author
Department/s
Publishing year
2005
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
12
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Panel Cointegration
- Residual-Based Cointegration Test
- Structural Break
- Monte Carlo Simulation
- Feldstein-Horioka Puzzle
Status
Published