Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data
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Other versions of this item:
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2004. "Some cautions on the use of panel methods for integrated series of macroeconomic data," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 322-340, December.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data," Working Papers 170, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
References listed on IDEAS
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"Firm Size and Cyclical Variations in Stock Returns,"
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"Stochastic Trends and Economic Fluctuations,"
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- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.
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More about this item
KeywordsMACROECONOMICS ; INTEREST RATE ; TESTS;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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