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The top documents of george-kapetanios
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
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Choosing the optimal set of instruments from large instrument sets
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Variable selection in regression models using nonstandard optimisation of information criteria
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Cluster analysis of panel data sets using non-standard optimisation of information criteria
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Testing for a unit root in the nonlinear STAR framework
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Comment on ‘Fast sparse regression and classification’ by J.H. Friedman
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