The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data
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Cited by:
- Roger Hammersland, 2004. "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," Working Paper 2004/15, Norges Bank.
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More about this item
Keywords
Polynomial Cointegration; Higher Order Non-Stationarity Monopolistic Competition; Exports;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F12 - International Economics - - Trade - - - Models of Trade with Imperfect Competition and Scale Economies; Fragmentation
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2005-03-13 (European Economics)
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