Cross-sectional correlation robust tests for panel cointegration (Q3184499)
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scientific article
Language | Label | Description | Also known as |
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English | Cross-sectional correlation robust tests for panel cointegration |
scientific article |
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Cross-sectional correlation robust tests for panel cointegration (English)
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21 October 2009
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panel cointegration tests
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cross-sectional dependence
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sieve bootstrap
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