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Testing weak exogeneity in cointegrated panels |
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| Authors: | Enrique Moral-Benito Luis Servén |
| Institution: | 1. Banco de Espa?a, c/ Alcala, 48, 28043, Madrid, Spainenrique.moral@gmail.com;3. The World Bank, Washington, DC, USA |
| Abstract: | |
| Keywords: | panel data cointegration weak exogeneity Monte Carlo methods |