An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051): Difference between revisions
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scientific article
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English | An instrumental variable approach for panel unit root tests under cross-sectional dependence |
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An instrumental variable approach for panel unit root tests under cross-sectional dependence (English)
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2 May 2016
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cross-sectional dependence
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Gaussian asymptotics
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instrumental variable estimation
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unit root test
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