Unit Roots and Cointegration
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-31150-6_17
Reference83 articles.
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3. Bai, J. (2004). Estimating cross-section common stochastic trends in nonstationary panel data. Journal of Econometrics, 122(1), 137–183.
4. Bai, J., & Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70(1), 191–221.
5. Bai, J., & Ng, S. (2004). A panic attack on unit roots and cointegration. Econometrica, 72(4), 1127–1177.
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