Аннотация:Journal Article Some cautions on the use of panel methods for integrated series of macroeconomic data Get access Anindya Banerjee, Anindya Banerjee Department of Economics, European University Institute, 50133 Florence, Italy E‐mail: anindya.banerjee@iue.it Search for other works by this author on: Oxford Academic Google Scholar Massimiliano Marcellino, Massimiliano Marcellino IEP—Bocconi University, IGIER and CEPR, 20136 Milan, Italy Search for other works by this author on: Oxford Academic Google Scholar Chiara Osbat Chiara Osbat Department of Economics, European University Institute, 50133 Florence, Italy; European Central Bank Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 7, Issue 2, 1 December 2004, Pages 322–340, https://doi.org/10.1111/j.1368-423X.2004.00133.x Published: 25 November 2004 Article history Received: 01 June 2003 Published: 25 November 2004