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Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Kao, Chihwa, (2011)
Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava, (2009)
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
The CEEC10's real convergence prospects
Wagner, Martin, (2001)
The determinants of long-run economic growth : a conceptually and computationally simple approach
Hlouskova, Jaroslava, (2013)