Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Year of publication: |
2013
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---|---|
Authors: | Bai, Jushan ; Josep Lluís Carrion‐i‐Silvestre |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 2, p. 222-249
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Publisher: |
Royal Economic Society - RES |
Saved in:
Online Resource
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