Estimation and inference with nonstationary panel data
This PhD thesis applies the time-series concepts of unit-roots and cointegration to nonstationary panel data. The first three chapters set the scene for what follows and together are the first methodological core of the thesis, on nonstationary panel data estimation and testing. In chapter 1 we cons...
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University of Hull
2005
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.430488 |