Panels with non-stationary multifactor error structures

Journal of Econometrics - Tập 160 Số 2 - Trang 326-348 - 2011
George Kapetanios1, M. Hashem Pesaran2,3, Toshio Yamagata4
1Queen Mary Univ. of London, United Kingdom
2Cambridge University, United Kingdom
3University of Southern California, CA, United States
4University of York, United Kingdom

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Tài liệu tham khảo

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