Modeling Non-Stationary Processes in Panel Data Econometrics: Cointegration Tests and Error Correction Mechanisms Applied to Macroeconomic Time Series Across Multiple Countries. Journal of Experimental and Computational Methods in Applied Sciences, [S. l.], v. 10, n. 5, p. 1–13, 2025. Disponível em: https://openscis.com/index.php/JECMAS/article/view/2025-05-04. Acesso em: 12 sep. 2025.