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- 2017
-
Mark
Likelihood Ratio Tests for a Unit Root in Panels with Random Effects
(
- Contribution to journal › Article
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Mark
On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to Price Discovery
(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Panels with General Predictors
(
- Contribution to journal › Article
- 2016
-
Mark
Pooled Panel Unit Root Tests and the Effect of Past Initialization
(
- Contribution to journal › Article
-
Mark
A GARCH Model for Testing Market Efficiency
(
- Contribution to specialist publication or newspaper › Specialist publication article
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Mark
The Local Power of the CADF and CIPS Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
Error Correction Testing in Panels with Common Stochastic Trends
(
- Contribution to journal › Article
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Mark
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
(
- Contribution to journal › Article
-
Mark
Testing for predictability in panels of any time series dimension
(
- Contribution to journal › Article
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Mark
A Simple Test for Nonstationarity in Mixed Panels: A Further Investigation
(
- Contribution to specialist publication or newspaper › Specialist publication article
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Mark
The Asymptotic Distribution of the CADF Unit Root Test in the Presence of Heterogeneous AR(p) Errors
(
- Contribution to journal › Article
-
Mark
An IV Test for a Unit Root in Generally Trending and Correlated Panels
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- Contribution to journal › Article
-
Mark
Panel Multi-Predictor Test Procedures with an Application to Emerging Market Sovereign Risk
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- Contribution to journal › Article
-
Mark
Price Discovery and Asset Pricing
(
- Contribution to journal › Article
-
Mark
Are Islamic Stock Returns Predictable? A Global Perspective
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- Contribution to journal › Article
-
Mark
Panel bootstrap tests of slope homogeneity
(
- Contribution to journal › Article
-
Mark
On the Estimation and Testing of Predictive Panel Regressions
(
- Contribution to journal › Article
- 2015
-
Mark
A sequential purchasing power parity test for panels of large cross- sections and implications for investors
(
- Contribution to journal › Article
-
Mark
Nonparametric Rank Tests for Non-Stationary Panels
(
- Contribution to journal › Article