COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE: COINTEGRATION IN PANEL DATA

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52 Citations (Scopus)

Original language	English
Journal	Journal of Applied Econometrics
Early online date	7 Oct 2013
DOIs	https://doi.org/10.1002/jae.2348
Publication status	Published - 2013

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@article{f03ba982308f4c128d498a9d0cd254fe,

title = "COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE: COINTEGRATION IN PANEL DATA",

author = "Anindya Banerjee and Carrion-i-silvestre, \{Josep Llu{\'i}s\}",

year = "2013",

doi = "10.1002/jae.2348",

language = "English",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "Wiley",

}