Cointegration testing in dependent panels with breaks
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Cited by:
- Piotr Misztal, 2011. "The Feldstein-Horioka Hypothesis in Countries with Varied Levels of Economic Development," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 5(2), June.
- Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006.
"Cointegration in panel data with breaks and cross-section dependence,"
Working Paper Series
591, European Central Bank.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers 11-25, Department of Economics, University of Birmingham.
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers ECO2006/5, European University Institute.
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More about this item
Keywords
Panel cointegration; continuos-path block bootstrap; breaks; Feldstein-Horioka Puzzle;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-05-12 (Econometrics)
- NEP-ETS-2007-05-12 (Econometric Time Series)
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