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Joakim Westerlund. Photo.

Joakim Westerlund

Professor, Programme director – Master of Data Analytics and Business Economics

Joakim Westerlund. Photo.

New Simple Tests for Panel Cointegration

Author

  • Joakim Westerlund

Department/s

  • Department of Economics

Publishing year

2005

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

8

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • Panel Cointegration
  • Residual-Based Tests
  • Cross-Sectional Dependence
  • Monte Carlo Simulation

Status

Published