Panels with Nonstationary Multifactor Error Structures
Year of publication: |
2006-08
|
---|---|
Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Yamagata, Takashi |
Institutions: | Institute for the Study of Labor (IZA) |
Subject: | cross section dependence | large panels | unit roots | principal components | common correlated effects |
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