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Econometric Theory
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PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
Pedroni, Peter
- In:
Econometric Theory
20
(
2004
)
03
,
pp. 597-625
Persistent link: https://www.econbiz.de/10005411717
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