A panel cointegrating rank test with structural breaks and cross-sectional dependence
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
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5. A simple panel-CADF test for unit roots;Costantini;Oxf. Bull. Econ. Stat.,2013
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