Cointegration in panel data with breaks and cross-section dependence
By: by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre
Series: Working paper series / European Central Bank -- working paper no. 591; Working paper series (European Central Bank) -- working paper no. 591
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "February 2006"