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Browsing Collection 1 with files by Subject "econometrics"

DSpace/Manakin Repository

Browsing Collection 1 with files by Subject "econometrics"

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  • Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim (2008)
    This paper considers a cointegrated panel data model with common factors. Starting from the triangular representation of the model as used by Bai et al. (2008) a Granger type representation theorem is derived. The conditional ...

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