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- 2015
-
Mark
On the Use of Panel Cointegration Tests in Energy Economics
- Contribution to journal › Article
-
Mark
Cross-Sectional Averages versus Principal Components
- Contribution to journal › Article
-
Mark
Testing for stock return predictability in a large Chinese panel
- Contribution to journal › Article
-
Mark
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
- Contribution to journal › Article
-
Mark
PANICCA - PANIC on Cross-Section Averages
(2015)
- Working paper/Preprint › Working paper
-
Mark
The Power of PANIC
- Contribution to journal › Article
-
Mark
Nonparametric rank tests for non-stationary panels
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to Price Discovery
(2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University
- Working paper/Preprint › Working paper
-
Mark
Do order imbalances predict Chinese stock returns? New evidence from intraday data
- Contribution to journal › Article
- 2014
-
Mark
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
(2014) In Communications in Statistics: Simulation and Computation
- Contribution to journal › Article