Cross-sectional correlation robust tests for panel cointegration
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2013.
"Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed,"
2013-12, Graduate School of Economics, Hitotsubashi University.
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Keywordspanel cointegration tests; cross-sectional dependence; sieve bootstrap;
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