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~isPartOf:"MPRA Paper"
~isPartOf:"Working papers / Department of Economics, The Johns Hopkins University"
~subject:"Unit root test"
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Unit root test
Cointegration
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factor structure
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incidental parameters
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Bai, Jushan
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Ng, Serena
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MPRA Paper
Working papers / Department of Economics, The Johns Hopkins University
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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The review of economic studies
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A panic attack on unit roots and cointegration
Bai, Jushan
(
contributor
);
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650976
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2
A new look at panel testing of stationarity and the PPP hypothesis
Bai, Jushan
(
contributor
);
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650998
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