Spurious regression and residual-based tests for cointegration in panel data
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference18 articles.
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2. Co-integration and error correction: Representation, estimation, and testing;Engle;Econometrica,1987
3. Five alternative methods of estimating long-run equilibrium relationships;Gonzalo;Journal of Econometrics,1994
4. Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends;Hansen;Journal of Econometrics,1992
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