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Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends*
Urbain, Jean‐Pierre, (2011)
CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande, (2014)
On the estimation and testing of predictive panel regressions
Karabiyik, Hande, (2016)