Arbeitspapier
Cointegration in panel data with breaks and cross-section dependence
- Language
-
Englisch
- Bibliographic citation
-
Series: ECB Working Paper; No. 591
Subject (what)
Wirtschaft
Hypothesis Testing: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
common factors
cross-section dependence
Panel Cointegration
structural break
Kointegration
Panel
Theorie
Hypothesis Testing: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
common factors
cross-section dependence
Panel Cointegration
structural break
Kointegration
Panel
Theorie
Contributor
Banerjee, Anindya
Carrion-i-Silvestre, Josep Lluís
Frankfurt a. M.: European Central Bank (ECB)
Carrion-i-Silvestre, Josep Lluís
Frankfurt a. M.: European Central Bank (ECB)
Published
Frankfurt a. M.: European Central Bank (ECB)
- Rights
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Last update
-
18.10.2021, 8:58 AM CEST
Object type
- Arbeitspapier
Associated
- Banerjee, Anindya
- Carrion-i-Silvestre, Josep Lluís
- Frankfurt a. M.: European Central Bank (ECB)
Time of origin
- Frankfurt a. M.: European Central Bank (ECB)
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Testing for Structural Breaks
Is Double Trouble? – How to Combine Cointegration Tests
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