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- 2015
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Mark
A sequential purchasing power parity test for panels of large cross- sections and implications for investors
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- Contribution to journal › Article
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Mark
New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
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- Contribution to journal › Article
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Mark
A Factor Analytical Approach to the Efficient Futures Market Hypothesis
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- Contribution to journal › Article
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Mark
Panicca: Panic on Cross-Section Averages
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- Contribution to journal › Article
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Mark
Nonparametric Rank Tests for Non-Stationary Panels
(
- Contribution to journal › Article
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Mark
On the Use of Panel Cointegration Tests in Energy Economics
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- Contribution to journal › Article
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Mark
The Effect of Recursive Detrending on Panel Unit Root Tests
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- Contribution to journal › Article
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Mark
Testing for stock return predictability in a large Chinese panel
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- Contribution to journal › Article
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Mark
Cross-Sectional Averages versus Principal Components
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- Contribution to journal › Article
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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