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- 2007
-
Mark
Can panel data really improve the predictability of the monetary exchange rate model?
(
- Contribution to journal › Article
-
Mark
Farmland prices, structural breaks and panel data
(
- Contribution to journal › Article
-
Mark
A Note on the Pooling of Individual PANIC Unit Root Tests
2007) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
A panel bootstrap cointegration test
(
- Contribution to journal › Article
- 2006
-
Mark
Testing for panel cointegration with multiple structural breaks
(
- Contribution to journal › Article
-
Mark
Testing for panel cointegration with a level break
(
- Contribution to journal › Article
-
Mark
Reducing the size distortions of the panel LM Test for cointegration
(
- Contribution to journal › Article
-
Mark
New Improved Tests for Cointegration with Structural Breaks
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Panel Cointegration and the Neutrality of Money
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper