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Some cautions on the use of panel methods for integrated series of macroeconomic data

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2004
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The Econometrics Journal, 2004, 7, 2, 322-340
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BANERJEE, Anindya, MARCELLINO, Massimiliano, OSBAT, Chiara, Some cautions on the use of panel methods for integrated series of macroeconomic data, The Econometrics Journal, 2004, 7, 2, 322-340 - https://hdl.handle.net/1814/2110
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