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On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
Bai, Jushan, (2011)
On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan, (2006)
A linear model for determinants of NIFTY based on co-integrated variables
Subathra, R., (2016)