Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jushan ; Carrion‐i‐Silvestre, Josep Lluís |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 16.2013, 2, p. 222-249
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