The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577)

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The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
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    The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (English)
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    23 April 2010
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    cross-sectional dependence
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    estimator
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    panel cointegration
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    simulation study
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    test
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