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The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study

Authors:

Wagner, M. and J. Hlouskova

Year:

2010

Reference:

Econometric Reviews

vol 29,182-223

Project:

Oppdragsgiver: Norges forskningsråd
Oppdragsgivers prosjektnr.: 193719
Frisch prosjekt: 3182 - Managing Risk in Climate Change - A Dynamic Perspective