Testing for (Common) Stochastic Trends in the Presence of Structural Breaks
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
- Sven Schreiber, 2012.
"Estimating the natural rate of unemployment in euro-area countries with co-integrated systems,"
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- Sven Schreiber, 2011. "Estimating the natural rate of unemployment in euro-area countries with co-integrated systems," Post-Print hal-00671241, HAL.
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2006.
"Testing the Null of Cointegration with Structural Breaks,"
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Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers 10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006.
"Cointegration in panel data with breaks and cross-section dependence,"
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- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers 11-25, Department of Economics, University of Birmingham.
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers ECO2006/5, European University Institute.
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