A previous version of this paper was presented at a seminar at Lund University. The author would like to thank seminar participants and in particular Anindya Banerjee, David Edgerton, Rolf Larsson, Chris Orme and two anonymous referees for many valuable comments and suggestions. The author would also like to thank the Maastricht Research School of Economics of Technology and Organizations for its hospitality during a visit at the Department of Quantitative Economics at the University of Maastricht, where a part of this paper was written. Thank you also to the Jan Wallander and Tom Hedelius Foundation for financial support under research grant number W2006-0068:1.
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS*
Article first published online: 19 JUN 2012
© 2012 The Author. The Manchester School © 2012 Blackwell Publishing Ltd and The University of Manchester
The Manchester School
Volume 80, Issue 6, pages 671–699, December 2012
How to Cite
WESTERLUND, J. (2012), TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS. The Manchester School, 80: 671–699. doi: 10.1111/j.1467-9957.2012.02270.x
Manuscript received 28.4.09; final version received 15.11.10.
- Issue published online: 9 OCT 2012
- Article first published online: 19 JUN 2012
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