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Large T and Small N: A Three-Step Approach to the Identification of Cointegrating Relationships in Time Series Models with a Small Cross-Sectional Dimension

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
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2007Monetary Policy Under Uncertainty: Min-Max vs Robust-Satisficing Strategies17 cited
2005Efficient consumption of revenues from natural resources - An application to Norwegian petroleum revenues16 cited

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