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GMM with weak identification
Stock, James H., (2000)
Small sample adjustments for the J-test
Godfrey, L. G., (1982)
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P., (2000)
Model selection in threshold models
Kapetanios, George, (1999)
Threshold models for trended time series
A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George, (2008)