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

Research output: Contribution to journalArticlepeer-review

Authors

Colleges, School and Institutes

External organisations

  • AQR Research Group, Department of Econometrics, Statistics and Spanish Economy; University of Barcelona; Spain

Details

Original languageEnglish
JournalJournal of Applied Econometrics
Early online date7 Oct 2013
Publication statusPublished - 2013