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

Anindya Banerjee, Josep Lluís Carrion-i-silvestre

Research output: Contribution to journal › Article › peer-review

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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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",

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T1 - COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE

T2 - COINTEGRATION IN PANEL DATA

AU - Banerjee, Anindya

AU - Carrion-i-silvestre, Josep Lluís

PY - 2013

Y1 - 2013

UR - https://www.scopus.com/pages/publications/84921725229

U2 - 10.1002/jae.2348

DO - 10.1002/jae.2348

M3 - Article

SN - 0883-7252

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

ER -