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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 Louis
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Econometric theory
20
(
2004
)
3
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pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
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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
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10006963724
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