Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729)

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scientific article; zbMATH DE number 1891713
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    Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
    scientific article; zbMATH DE number 1891713

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      Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (English)
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      2 April 2003
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      near unit roots
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      panel data
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      instrumental variables
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      generalized least squares
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