Spurious regression in nonstationary panels with cross-unit cointegration

Jean-Pierre Urbain and Joakim Westerlund

No 57, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2006-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2006057

DOI: 10.26481/umamet.2006057

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