Panel unit root tests in the presence of a multifactor error structure (Q2440389)

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Panel unit root tests in the presence of a multifactor error structure
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    Panel unit root tests in the presence of a multifactor error structure (English)
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    18 March 2014
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    panel unit root tests
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    cross section dependence
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    multifactor error structure
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    Fisher inflation parity
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    real equity prices
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