Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model
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- Elmendorf, Douglas W. & Gregory Mankiw, N., 1999.
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- Elmendorf, Douglas W. & Mankiw, N, 1999. "Government Debt," Scholarly Articles 2643866, Harvard University Department of Economics.
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- Banerjee, Anindya, 1999. " Panel Data Unit Roots and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 607-629, Special I.
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- Graham Elliott, 1998. "On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots," Econometrica, Econometric Society, vol. 66(1), pages 149-158, January.
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