A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1081/ETC-200067895
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1. Pitfalls in panel tests of purchasing power parity
2. PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within-groups Estimators*
3. Some cautions on the use of panel methods for integrated series of macroeconomic data
4. What To Do (and Not to Do) with Time-Series Cross-Section Data
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