Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence
Version of Record online: 7 OCT 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 30, Issue 1, pages 1–23, January/February 2015
How to Cite
2015), Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence, J. Appl. Econ., 30, pages 1–23. DOI: 10.1002/jae.2348and (
- Issue online: 28 JAN 2015
- Version of Record online: 7 OCT 2013
- Manuscript Revised: 9 JUL 2013
- Manuscript Received: 27 SEP 2011
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/banerjee003/
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