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Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
![Joakim Westerlund. Photo.](/sites/lusem.lu.se/files/styles/lu_personal_page_desktop/public/2024-04/JoakimWesterlund.jpg.webp?itok=HIha72Rl)
New Simple Tests for Panel Cointegration
Author
Department/s
- Department of Economics
Publishing year
2005
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
8
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Panel Cointegration
- Residual-Based Tests
- Cross-Sectional Dependence
- Monte Carlo Simulation
Status
Published