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A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg, (2002)
Large panels and high-dimensional vector autoregressive models
Callot, Laurent, (2012)
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
Estimating binary probit models under first order serial correlation
Breitung, Jörg, (1988)
Policy analysis in VAR-systems
Breitung, Jörg, (1990)
Nonparametric tests for unit roots and cointegration