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Original Articles

New results for nonstationary panel regression

Pages 975-979 | Published online: 03 Oct 2008

References

  • Baltagi , B. 1995 . Econometric Analysis of Panel Data , New York : John Wiley .
  • Harris , R. and Tzavalis , E. 1999 . Inference for unit roots in dynamic panels where the time dimension is fixed . Journal of Econometrics , 91 : 201 – 26 .
  • Hsiao , C. 1986 . Analysis of Panel Data , Cambridge : Cambridge University Press .
  • Kao , C. 1999 . Spurious regression and residual-based tests for cointegration in panel data . Journal of Econometrics , 90 : 1 – 44 .
  • Kao , C. and Chiang , M. H. 2000 . On the estimation and inference of a cointegrated regression in panel data . Advances in Econometrics , 15 : 179 – 222 .
  • Phillips , P. C. B and Moon , H. 1999 . Linear regression limit theory for nonstationary panel data . Econometrica , 67 : 1057 – 111 .
  • Tanaka , K. 1996 . Time Series Analysis , New York : John Wiley .

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