User’s Guide : Panel and Pooled Data : Panel Cointegration Estimation : References
  
References
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Pedroni, Peter (1999). “Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,” Oxford Bulletin of Economics and Statistics, 61, 653–70.
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Phillips, P.C.B. and P. Perron (1988). “Testing for a Unit Root in Time Series Regression,” Biometrika, 75, 335–346.
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Saikkonen, Pentti (1992). “Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation,” Econometric Theory, 8, 1-27.
 
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