On bootstrap inference in cointegrating regressions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 72 (2001)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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- Park, Joon Y, 1992. "Canonical Cointegrating Regressions," Econometrica, Econometric Society, vol. 60(1), pages 119-43, January.
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- repec:ebl:ecbull:v:3:y:2004:i:13:p:1-8 is not listed on IDEAS
- Di Iorio, Francesca & Fachin, Stefano, 2012.
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- Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(20), pages 1-18.
- Westerlund, Joakim & Edgerton, David L., 2007. "A panel bootstrap cointegration test," Economics Letters, Elsevier, vol. 97(3), pages 185-190, December.
- Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co-integration methods," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 755-769, November.
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