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- 2021
-
Mark
Investment shocks and inequality dynamics
(
- Contribution to journal › Article
- 2018
-
Mark
Subnational government tax revenue capacity and effort convergence : New evidence from sequential unit root tests
(
- Contribution to journal › Article
-
Mark
Asymptotic Collinearity in CCE Estimation of Interactive Effects Models
(
- Contribution to journal › Article
- 2014
-
Mark
Panel versus GARCH Information in Unit Root Testing with an Application to Financial Markets
(
- Contribution to journal › Article
- 2013
-
Mark
Wavelet based outlier correction for power controlled turning point detection in surveillance systems Economic Modelling
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2010
-
Mark
Large-scale mortality shocks and the Great Irish Famine 1845-1852
(
- Contribution to journal › Article
- 2009
-
Mark
Panel cointegration and the monetary exchange rate model
(
- Contribution to journal › Article
- 2008
-
Mark
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
(
- Contribution to journal › Article
-
Mark
Mixed Signals Among Tests for Panel Cointegration
(
- Contribution to journal › Article
- 2004
-
Mark
Multivariate tests for autocorrelation in the stable and unstable VAR models
(
- Contribution to journal › Article