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- 2023
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Mark
Interactive Effects Panel Data Models with General Factors and Regressors
2023) In Econometric Theory(
- Contribution to journal › Article
- 2022
-
Mark
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
(
- Contribution to journal › Article
- 2021
-
Mark
Breaks in persistence in fixed-T panel data
(
- Contribution to journal › Article
- 2019
-
Mark
CCE in fixed-T panels
(
- Contribution to journal › Article
-
Mark
On CCE estimation of factor-augmented models when regressors are not linear in the factors
(
- Contribution to journal › Article
-
Mark
The factor analytical method for interactive effects dynamic panel models with moving average errors
(
- Contribution to journal › Article
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Mark
Panel stationary tests against changes in persistence
(
- Contribution to journal › Article
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Mark
Lag truncation and the local asymptotic distribution of the ADF test for a unit root
(
- Contribution to journal › Article
- 2018
-
Mark
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
(
- Contribution to journal › Article
- 2017
-
Mark
On the determination of the number of factors using information criteria with data-driven penalty
(
- Contribution to journal › Article