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Volumn 95, Issue 4, 2011, Pages 329-350

Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary

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EID: 81355146457     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-011-0170-5     Document Type: Article
Times cited : (8)

References (16)
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    • On the estimation of a linear time trend regression with a one-way error component model in the presence of serially correlated errors: part II
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.