Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends
Year of publication: |
2007
|
---|---|
Authors: | Kao, Chihwa ; Trapani, Lorenzo ; Urga, Giovanni |
Institutions: | Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo |
Subject: | cPanel cointegration | Common and idiosyncratic stochastic trends | testing for structural changes |
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