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This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. The second chapter is concerned with the estimation of a cointegrated panel relation with endogenous regressors, while the third is concerned with developing a new panel cointegration test that takes cointegration as the null hypothesis. The test proposed in the fourth chapter is for the same null but is more general in the sence that it allows for multiple structural breaks in the cointegration relation....