COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE: COINTEGRATION IN PANEL DATA
Research output: Contribution to journal › Article › peer-review
Authors
Colleges, School and Institutes
External organisations
- AQR Research Group, Department of Econometrics, Statistics and Spanish Economy; University of Barcelona; Spain
Details
| Original language | English |
|---|---|
| Journal | Journal of Applied Econometrics |
| Early online date | 7 Oct 2013 |
| Publication status | Published - 2013 |