International R\&D spillovers revisited (Q2574873): Difference between revisions

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+Testing for stationarity in heterogeneous panel data
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+Testing for unit roots in heterogeneous panels.
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+Spurious regression and residual-based tests for cointegration in panel data
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
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