Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092)

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Estimating cross-section common stochastic trends in nonstationary panel data
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    Estimating cross-section common stochastic trends in nonstationary panel data (English)
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    7 March 2014
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    common-stochastic trends
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    dynamic factors
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    generalized dynamic factor models
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    principal components
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    nonstationary panel data
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