Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends*
Year of publication: |
2011
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Authors: | Urbain, Jean‐Pierre ; Westerlund, Joakim |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 73.2011, 1, p. 119-140
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