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type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Economics, Lund University"
~subject:"Kointegration"
~subject:"USA"
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Using lasso-type penalties to model time-varying covariate effects in panel data regressions : a novel approach illustrated by the ‘death of distance’ in international trade
Hess, Wolfgang
;
Persson, Maria
;
Rubenbauer, Stephanie
; …
-
2013
Persistent link: https://www.econbiz.de/10009712414
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2
Simple tests for cointegration in dependent panels with structural breaks
Westerlund, Joakim
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003319318
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3
New simple tests for panel cointegration
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
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4
Testing for error correction in panel data
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552605
Saved in:
5
Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552627
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