文献名：On the estimation and inference of a cointegrated regression in panel data

作者：Kao,C. and M.H. chiang

期刊：Nonstationary Panels, Panel Cointegration and Dynamic Panels(Advances in Econometrics), Volume 15, pages 179–222.

[此贴子已经被作者于2009-3-24 13:51:11编辑过]