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Hi, I wanted to tell you about the book: Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Volume 15 by B.H. Baltagi. http://www.boeklezers.com/boeken/Nonstationary+Panels%2C+Panel+Cointegration%2C+and+Dynamic+Panels%2C+Volume+15/9780080521978 Kind regards,
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