Pages that link to "Item:Q302100"
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The following pages link to Panel cointegration with global stochastic trends (Q302100):
Displaying 4 items.
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
