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subject:"Prognoseverfahren"
~institution:"Nationalekonomiska Institutionen <Lund>"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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