Narayan, Paresh Kumar - 2012
[Gregory, A.W., Hansen, B.E., 1996. Residual-based tests for cointegration in models with regime shifts, J. Econ. 70, 99 …-126] residual-based structural break test for cointegration for each of the G7 countries, we did not find any evidence of a … evidence of panel cointegration. Taken together, our findings suggest that capital in these G7 countries is highly mobile since …