Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Year of publication: |
2013
|
---|---|
Authors: | Bai, Jushan ; Carrion i Silvestre, Josep Lluís |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 2, p. 222-249
|
Subject: | Kointegration | Cointegration | Panel | Panel study | Korrelation | Correlation | Schätztheorie | Estimation theory |
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