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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- 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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