Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
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Publication:5093209
DOI10.1111/ectj.12002OpenAlexW2099652712MaRDI QIDQ5093209
Jushan Bai, Josep Lluís Carrion-i-Silvestre
Publication date: 26 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12002
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