A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence
| Year of publication: |
1999
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|---|---|
| Authors: | Hall, Stephen ; Lazarova, Stepana ; Urga, Giovanni |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 61.1999, SPECI, p. 749
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