Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
Panel Cointegration Tests with Deterministic Trends and Structural Breaks
Author
Summary, in English
Department/s
- Department of Economics
Publishing year
2005
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
42
Full text
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Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Panel Cointegration
- Residual-Based Cointegration
- Structural Break
- Deterministic Trend
- LM Principle
Status
Published