Are current account deficits sustainable?: Evidence from panel cointegration (Q5941387): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Spurious regression and residual-based tests for cointegration in panel data
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Mean reversion of the current account: Evidence from the panel data unit-root test
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+https://doi.org/10.1016/s0165-1765(01)00420-7
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