Panel cointegration with global stochastic trends (Q302100)
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scientific article; zbMATH DE number 6600652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel cointegration with global stochastic trends |
scientific article; zbMATH DE number 6600652 |
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Panel cointegration with global stochastic trends (English)
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4 July 2016
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panel data
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common shocks
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co-movements
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cross-sectional dependence
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factor analysis
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fully-modified estimator
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