An empirical analysis of nonstationarity in a panel of interest rates with factors
Version of Record online: 17 APR 2007
Copyright © 2007 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Application
Volume 22, Issue 2, pages 383–400, March 2007
How to Cite
Moon, H. R. and Perron, B. (2007), An empirical analysis of nonstationarity in a panel of interest rates with factors. J. Appl. Econ., 22: 383–400. doi: 10.1002/jae.931
- Issue online: 17 APR 2007
- Version of Record online: 17 APR 2007
- Manuscript Revised: 4 MAY 2006
- Manuscript Received: 23 SEP 2004
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