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PANICCA - PANIC on Cross-Section Averages. (2015). Westerlund, Joakim ; Reese, Simon.
In: Working Papers.
RePEc:hhs:lunewp:2015_003.

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  1. Effect of Information and Communication Technology on Financial Performance of Deposit Money Banks in Nigeria. (2023). Gurowa, S U ; Obasa, Rotimi Sunday.
    In: Thesis Commons.
    RePEc:osf:thesis:c7x45_v1.

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  2. Effect of Information and Communication Technology on Financial Performance of Deposit Money Bank in Nigeria. (2023). OBASA, ROTIMI ; Gurowa, S U ; Mr, Rotimi Sunday.
    In: Thesis Commons.
    RePEc:osf:thesis:c7x45.

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  3. “Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”. (2020). Tronzano, Marco ; Guerello, Chiara.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166.

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References

References cited by this document

  1. Aznar, A., and M. Salvador (2002). Selecting the Rank of the Cointegration Space and the Form of the Intercept Using an Information Criteria. Econometric Theory 18, 926–947.

  2. Bai, J., and J. L. Carrion-i-Silvestre (2009). Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data. Review of Economic Studies 76, 471–501.

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  8. Baltagi, B. (2013). Econometric Analysis of Panel Data, Fifth Edition. John Wiley and Sons, New York.
    Paper not yet in RePEc: Add citation now
  9. Breitung J., and M. H. Pesaran (2008). Unit Roots and Cointegration in Panels. In Matyas, L., and P. Sevestre (Eds.), The Econometrics of Panel Data, Kl uwer Academic Publishers, 279–322.

  10. Chudik, A., M. H. Pesaran and E. Tosetti (2011). Weak and Strong Cross Section Dependence and Estimation of Large Panels. Econometrics Journal 14, C45–C90.

  11. Crowder, W. J. (1994). Foreign Exchange Market Efficiency and Common Stochastic Trends. Journal of International Money and Finance 13, 551–564.

  12. Gengenbach, C., F. C. Palm and J.-P. Urbain (2006). Cointegration Testing in Panels with Common Factors. Oxford Bulletin of Economics and Statistics 68, 683–719.

  13. Hakkio, C. S., and M. Rush (1989). Market Efficiency and Cointegration: An Application to the Sterling and Deutschmark Exchange Markets. Journal of International Money and Finance 8, 75–88.

  14. Johansen, S. (1995). Likelihood Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, Oxford.

  15. Kapetanios, G., and M. H. Pesaran (2005). Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.

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