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Testing for Panel Cointegration with Multiple Structural Breaks

Publishing year

2005

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

12

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