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Cointegration in panel data with structural breaks and cross-section dependence
Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 30 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011327657
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Regime shifts in stock-flow I(2) - I(1) systems : the case of us fiscal sustainability
Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 26 (2011) 2, pp. 298-321
Persistent link: https://www.econbiz.de/10008936905
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113