APA (7th ed.) Citation

Kapetanios, G., Pesaran, M. H., & Yamagata, T. (2011). Panels with non-stationary multifactor error structures. Journal of econometrics, 160(2), 326-348. https://doi.org/10.1016/j.jeconom.2010.10.001

Chicago Style (17th ed.) Citation

Kapetanios, G., M. Hashem Pesaran, and T. Yamagata. "Panels with Non-stationary Multifactor Error Structures." Journal of Econometrics 160, no. 2 (2011): 326-348. https://doi.org/10.1016/j.jeconom.2010.10.001.

MLA (9th ed.) Citation

Kapetanios, G., et al. "Panels with Non-stationary Multifactor Error Structures." Journal of Econometrics, vol. 160, no. 2, 2011, pp. 326-348, https://doi.org/10.1016/j.jeconom.2010.10.001.