Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors

Jushan Bai and Josep Lluís Carrion‐i‐Silvestre
Authors registered in the RePEc Author Service: Josep Lluís Carrion-i-Silvestre

Econometrics Journal, 2013, vol. 16, issue 2, 222-249

Date: 2013
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Citations: View citations in EconPapers (18)

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