Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends
| Year of publication: |
2011
|
|---|---|
| Authors: | Jean‐Pierre Urbain ; Westerlund, Joakim |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Department of Economics, ISSN 0305-9049. - Vol. 73.2011, 1, p. 119-139
|
| Publisher: |
Department of Economics |