Panels with Nonstationary Multifactor Error Structures
Year of publication: |
2006-09
|
---|---|
Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Yamagata, Takashi |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Cross section dependence | Large panels | Unit roots | Principal components | Common correlated effects |
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