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Applied Economics Letters Volume 17, 2010 - Issue 2
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Original Articles

Simple tests for cointegration in panels with structural breaks

L. Gutierrez Department of Agricultural Economics, University of Sassari, Via E. De Nicola 1, Sassari, 07100, ItalyCorrespondence[email protected]
Pages 197-200 | Published online: 27 Mar 2008

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Mariam Camarero, Sergi Moliner & Cecilio Tamarit. (2023) Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. The Journal of International Trade & Economic Development 0:0, pages 1-32.
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Articles from other publishers (4)

Edeh Michael Onyema, Tariq Ahamed Ahanger, Ghouali Samir, Manish Shrivastava, Manish Maheshwari, Guellil Mohammed Seghir & Daniel Krah. (2022) Empirical Analysis of Apnea Syndrome Using an Artificial Intelligence-Based Granger Panel Model Approach. Computational Intelligence and Neuroscience 2022, pages 1-7.
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Anindya Banerjee & Josep Lluís Carrion-i-Silvestre. (2015) Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence. Journal of Applied Econometrics 30:1, pages 1-23.
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Francesca Di Iorio & Stefano Fachin. (2014) Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes. The North American Journal of Economics and Finance 28, pages 59-76.
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Perry Sadorsky. (2012) Energy consumption, output and trade in South America. Energy Economics 34:2, pages 476-488.
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