Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models
| Year of publication: |
2003
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|---|---|
| Authors: | Groen, Jan J.J. ; Kleibergen, Frank |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 21.2003, 2, p. 295-318
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