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Sul, Donggyu
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Cowles Foundation for Research in Economics, Yale University
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Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
Phillips, Peter C.B.
;
Sul, Donggyu
-
Cowles Foundation for Research in Economics, Yale University
-
2002
orthogonalization
procedure
is developed to remove cross section dependence and permit the use of conventional and meta unit root tests …
Persistent link: https://www.econbiz.de/10005593599
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