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Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de
;
Hadri, Kaddour
;
Tremayne, Andrew R.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
Saved in:
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Explaining economic time series : a Bayesian graphical approach
Marriott, J. M.
;
Naylor, J. C.
;
Tremayne, Andrew R.
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 124-145
Persistent link: https://www.econbiz.de/10001781047
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