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~isPartOf:"Econometric theory"
~isPartOf:"Harvard Institute of Economic Research, Harvard University, Discussion Paper"
~person:"Pesaran, M. Hashem"
~person:"Shavell, Steven"
~subject:"VAR model"
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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